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I am Professor in Financial Mathematics at ENSAE-CREST, Institut Polytechnique de Paris.
Until September 2024, I was Associate Professor (Senior Lecturer) in the Mathematics Department at King's College London and the Programme Director of the Msc in Financial Mathematics.
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.
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