Home

I am Professor in Financial Mathematics at ENSAE-CREST, Institut Polytechnique de Paris.

I am co-director of the Master program in Statistics, Finance and Insurance at Institut Polytechnique de Paris, and co-scientific director of the E4C Center.

Until September 2024, I was an Associate Professor and Director of the Master’s program in Financial Mathematics at King’s College London.

Since January 2024, I am associate editor of the journal Mathematics and Financial Economics (Springer).

Research interests: Financial Mathematics, Stochastic Control, Stochastic Differential Games, Mean-field Games, Backward Stochastic Differential Equations, Energy Markets, Machine Learning.

Contact: