Research topic

My PhD thesis focused on the stability of the Martingale Optimal Transport problem and is available here

Publications & Preprints

• One dimensional martingale rearrangement couplings,
  with B. Jourdain,
  arXiv e-prints:2101.12651, January 2021.

• Approximation of martingale couplings on the line in the weak adapted topology,
  with M. Beiglböck, B. Jourdain and G. Pammer,
  arXiv e-prints:2101.02517, January 2021.

• Martingale Wasserstein inequality for probability measures in the convex order,
  with B. Jourdain,
  Bernoulli, to appear.

• Monotonicity and stability of weak martingale optimal transport,
  with M. Beiglböck, B. Jourdain and G. Pammer.

• A new family of one-dimensional martingale couplings,
  with B. Jourdain,
  Electronic Journal of Probability (2020), 25, paper no. 136, 1-50.

Talks

• Mathrisk/LPSM Seminar, Université Paris 7, March 2019
• Young Researchers Seminar, CERMICS, March 2019
• Working group on stochastic methods and finance, CERMICS, October 2018