Link to Google Scholar citations

books
- Nonlinear Option Pricing, Chapman & Hall/CRC Financial Mathematics Series, 2013 (ISBN 9781466570337). Research book on numerical methods for high dimensional nonlinear problems arising in option pricing (with P. Henry-Labordère). Can be purchased here.
- Probabilistic modeling in Finance and Biology. Limit Theorems and Applications. LAP Lambert Academic Publishing, 2009 (ISBN: 9783838314464, 172 pages). PhD dissertation. Can be purchased here.
- Les clés du problème. Ellipses, Paris, 1998 (ISBN: 2-7298-6836-4, 218 pages). Mathematics book for the `classes préparatoires' students preparing the Grandes Ecoles entrance exams. Can be purchased here.

articles in peer-reviewed journals
- Bounds for VIX Futures given S&P 500 Smiles, Finance and Stochastics, 21(3):593-630, 2017 (with R. Menegaux and M. Nutz). Available online here. Preprint available online here.
- Calibration of Local Correlation Models to Basket Smiles, Journal of Computational Finance, 21(1):1-51, 2017. Available online here.
- Cross-Dependent Volatility, Risk Magazine, April 2016. Available online here. Extended version available online here.
- Rethinking the FIFA World Cup final draw, Journal of Quantitative Analysis of Sports, 11(3):169-182, 2015. Extended preprint version available online here.
- Path-dependent volatility, Risk Magazine, October 2014. Available online here. Extended version available online here.
- Local correlation families, Risk Magazine, February 2014. Available online here. Extended version available online here.
- The smile in stochastic volatility models, Risk Magazine, May 2012 (with L. Bergomi). Available online here.
- Being particular at calibration, Risk Magazine, January 2012 (with P. Henry-Labordere). Available online here.
- From spot volatilities to implied volatilities, Risk Magazine, June 2011 (with P. Henry-Labordere). Available online here.
- Uncertain volatility model: a Monte-Carlo approach, Journal of Computational Finance, 14(3), 2011 (with P. Henry-Labordere). Available online here.
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging, Annals of Applied Probability, 17(5,6):1538-1569, 2007. Available online here or here.
- Euler scheme and tempered distributions, in Stochastic Processes and Their Applications, 116(6):877-904, 2006. Available online here or here.

preprints
- What a Fairer UEFA Euro 2016 Could Look Like, SSRN, January 12, 2016. Available online here.

proceedings
- Statistical study of cellular aging, ESAIM Proceedings, CEMRACS 2004 - Math. and appl. to Biology and Medicine, 14:100-114, 2005 (with A. Bize, G. Paul, E. Stewart, J.-F. Delmas and F. Taddéi). Available online here.

lecture notes chapters
- Wrote the chapter on ``Stochastic Volatility'' for the lecture notes ``Stochastic Models in Finance'' by Nicole El Karoui (Master of Probability and Finance, University Paris VI, 2003). Available online here.

press, radio
- Coupe du monde 2018 : la France miraculeusement tête de série... malgré la FFF, Le Monde, October 11, 2017 (in French). Available online here.
- Football : les avantages d'une Coupe du monde à 42 équipes, Le Monde, November 16, 2016 (in French). Available online here.
- Euro 2016 : un autre tableau final est possible, Le Monde, June 24, 2016 (in French). Available online here.
- Euro 2016 : ce que les probabilités révèlent du prochain adversaire des Bleus (et l'inéquité du système), Le Monde, June 20, 2016 (in French). Available online here.
- Euro 2016 : comment le tableau final favorise la France, par Julien Guyon, mathématicien, Le Monde, December 12, 2015 (in French). Available online here.
- Pourquoi la France va dégringoler au classement FIFA, So Foot, June 23, 2015. Available online here.
- Champions League: How to Solve the Seeding Problem, The New York Times, January 21, 2015. Available online here.
- Ligue des champions : comment améliorer le tirage au sort, Le Monde, February 24, 2015. Available online here.
- Ligue des champions : comment résoudre le problème des têtes de série, So Foot, February 24, 2015. Available online here.
- The World Cup Draw Is Unfair. Here's a Better Way, The New York Times, June 4, 2014. Available online here.
- La FIFA doit aussi revoir le tirage au sort de sa Coupe du monde, Le Monde, June 4, 2014. Available online here.
- Repenser le tirage au sort de la Coupe du monde, So Foot, June 4, 2014. Available online here.
- A Better Way to Rank Soccer Teams in a Fairer World Cup, The New York Times, June 13, 2014. Available online here.
- El sistema del sorteo de grupos del Mundial es injusto. Cambiémoslo, El Pais, June 16, 2014. Available online here.
- Repenser le tirage au sort de la Coupe du monde, interview in La Tête Au Carré on the French national public radio France Inter available online here (May 30, 2014; 600,000+ listeners).
- This is an article in the French newspaper Le Monde promoting my work on the FIFA World Cup final draw (May 14, 2014).
- Le smile dans les modèles à volatilité stochastique, Les cahiers de l'Institut Louis Bachelier, numéro 3, Numéro spécial : mieux comprendre la recherche en finance, July 2011.