Selected Recent & Upcoming Talks

29 June -3 July 2026

13th World Congress of the Bachelier Finance Society — University of Bologna, Bologna, Italy.

• On a Stationarity Theory for Stochastic Volterra Integral Equations: Volatility Modeling and related optimal Merton problem.

June 2026

Bachelier Seminar — Institut Henri Poincaré, Paris

• On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models.

December 2025

Doctoral Seminar — Sorbonne Université,
Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Paris, France.

• On Inhomogeneous Fractional Square-Root Processes:
  Microstructural Foundations and Weak Stationarity Theory.

October 2025

Natixis Foundation for Research and Innovation Awards Ceremony
for Best Master’s Thesis in Quantitative Finance —
Sky Garden (BPCE Tower), Paris, France.

• A Reinforcement Learning Perspective on Exotics and Flow Equity Derivatives.

July 2025

5th Barcelona Summer School of Stochastic Analysis and Quantitative Finance —
Centre de Recerca Matemàtica, Barcelona, Spain.

• On a Stationarity Theory for Stochastic Volterra Integral Equations
  with Affine Drift: Finite-Time Functional Weak Asymptotics and Applications.