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publications
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Published in , 2025
Recommended citation: https://arxiv.org/abs/2506.05595
talks
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems with application to the L-Q case
Published:
All the informations are available online. Slides are available here.
teaching
Actuarial Thesis M2 (2024/2025)
Student supervision, ISUP - Sorbonne Université, 2025
Supervision of M2 students during the writing of their actuarial dissertation.
Probability Theory L3 (2024/2025)
Undergraduate course, ENSAE Paris, 2025
Course about all the fundamental notions of probability theory
Financial Mathematics M1 (2024/2025)
Undergraduate course, ENSAE Paris, 2025
An introductory course in Financial Mathematics
Machine Learning For Finance M2 (2024/2025)
Undergraduate course, M2MO/ENSAE Paris, 2025
About some theoretical foundations in Machine Learning for Finance