2024
- QMF 2024, University of Technology, Sydney (plenary speaker)
- Workshop on Optimal Transportation and Applications, Centro di Ricerca Matematica Ennio De Giorgi, Pisa
- Conference on Metric Measure Spaces, Ricci Curvature, and Optimal Transport, Varenna
- Austrian stochastic days, Innsbruck (plenary speaker)
- 4th Italian Meeting on Probability and Mathematical Statistics, Rome (plenary speaker)
- IESC workshop on Optimal Transport, Cargese, Corsica
- Banff International Research Station workshop on Distributional Robustness and Optimal Transport
- IMSI workshop Decision Making and Uncertainty, Chicago
2023
- Research in Options: RiO 2023 conference, FGV, Rio de Janeiro, Brasil (plenary speaker)
- Mathematical Finance London seminar, UCL, London
- Conference: New Monge Problems and Applications, University Gustave Eiffel, Paris
- Advances in Stochastic Analysis for Handling Risks in Finance and Insurance workshop, CIRM, France
- JAFEE International Symposium, Tokyo
- ICIAM 2023, Tokyo
- 7th International Conference Mathematics in Finance 2023, Kruger National Park
- Workshop on Computational Optimal Transport, FOCM 2023, Paris
- Emerging topics in applications of optimal transport, ETH Zurich
- BANFF International Research Station Workshop on Applications of Stochastic Control to Finance and Economics
- 23rd MathFinance Conference, Frankfurt
- German Probability and Statistics days, keynote speaker, Essen
- LACIAM congress, Rio
2022
- Math Finance Colloquium, USC, US
- Stochastic Control and Quantitative Finance conference, Hebrew University, Jerusalem
- ETH Industry Day 2022
- Research in Options: RiO 2022 conference, FGV, Rio de Janeiro, Brasil (plenary speaker)
- SIAM Annual Meeting 2022, online
- 11th World Congress of the Bachelier Finance Society, Hong Kong - online (plenary speaker)
- IMSI workshop on Machine Learning and Mean Field Games, Chicago
- On the interplay between finance and insurance mathematics workshop, ISEG, Lisbon
- Foundations of Computational Mathematics conference, Sorbonne University, Paris
- Workshop on Stochastic Games and Martingale Optimal Transport, Univerity of Milan, Italy
- Seminar at Statistics Seminar Series of Bocconi University, Milan, Italy
- BANFF International Research Station Workshop on Stochastic Mass Transports
- Conference on Stochastic control, Analysis and Applications, Hammamet
2021
- TransCampus School on Optimal Transport, King’s College London and TU Dresden
- Optimal Transport and Machine Learning online workshop at NeurIPS'21
- Workshop on Mathematical Advances in Mean Field Games, Institute for Mathematical and Statistical Innovation, Chicago (organiser)
- Financial Mathematics seminar, Princeton University, US
- Fields Institute Quantitative Finance Seminar Series
- World Online Seminars on Machine Learning in Finance
- Conference on Schrödinger Problem and MF PDE Systems, CIRM, France
- SIAG-FME virtual series seminar
- Workshop on Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, France
- Workshop on Mathematics and Computation of Financial Engineering, Ettore Majorana Centre, Erice, Sicily, Italy
- Berlin Workshop on Mathematical Finance for Young Researchers
- Paris Bachelier seminar, online
- 10th general AMaMeF conference, Padova (plenary speaker)
- BANFF International Research Station Workshop on Entropic Regularization of Optimal Transport and Applications, Canada, online
- BANFF International Research Station Workshop on Applications of Stochastic Control to Finance and Economics, Canada - postponed
- Financial and Actuarial Mathematics Seminar Talk, UCLA, US
- Paris LPSM seminar, online
- Minisymposium on the Mathematics of Machine Learning in Finance, Joint Mathematics Meetings, Washington DC, online
2020
- Data analysis and stochastic control: where do statistics and applied probability come together?, round table, Royal Statistical Society (panel member)
- Research in Options: RiO 2020 conference (plenary speaker), online
- Oberwolfach Workshop on New Challenges in the Interplay between Finance and Insurance, Germany, online
- 9th International Colloquium on BSDEs and Mean Field Systems, Annecy, France (plenary speaker) - postponed
- 11th World Congress of the Bachelier Finance Society, Hong Kong (plenary speaker) - postponed
- BANFF International Research Station Workshop on Stochastic Analysis, Mathematical Finance, and Economics, Canada - cancelled
- Workshop on Market Generator Models, The Alan Turing Institute, London, online
- Online International Conference in Actuarial science, data science and finance (plenary speaker)
- Broad Directions in Mathematical Finance, Rutgers University (plenary speaker) - cancelled
- 3rd Workshop on Stochastic analysis applied to economics, finance, energy and insurance, Puerto Natales, Chile - cancelled
- Seminar, University Tor Vergata, Rome, Italy
- Workshop Model Uncertainty and Risk Measures, Natixis, Paris
2019
- Research in Options: RiO 2019 conference, IMPA, Rio de Janeiro, Brasil (plenary speaker)
- Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, Luminy, France
- Vienna Congress on Mathematical Finance 2019, WU Vienna (plenary speaker)
- Financial Mathematics Seminar, IHP Paris
- 3rd International Congress on Actuarial Science and Quantitative Finance, Manizales, Colombia (invited session organizer)
- Mean-field games, energy systems, and other applications workshop, ICMS, Edinburgh
2018
- International Conference on Control, Games and Stochastic Analysis, Hammamet, Tunisia
- Conference in honour of Yuri Kabanov, CIRM, Luminy, France
- SAFIM 2018 Workshop on Stochastic Analysis, Financial and Insurance Mathematics, Accra, Ghana
- 9th International workshop on applied probability, Eörvös Loránd University, Budapest, Hungary
- Mathematics and Economics: Trends and Explorations, a conference in honour of M. Soner, ETH Zurich, Switzerland (plenary speaker)
- Annual Meeting of the Canadian Applied and Industrial Mathematics Society, University of Toronto, Canada (plenary speaker)
- BIRS-CMO workshop on Stochastic Analysis and its Applications, Casa Matematica Oaxaca, Mexico
- Seminar, University of Oxford, UK
- Seminar, Carnegie Mellon University, Pittsburgh, US
- 2nd workshop on stochastic analysis applied to economics, finance and insurance, Universidad de Chile, Santiago, Chile
- 17th Winter school on Mathematical Finance (special invited lecture), Congrescentrum De Werelt, Lunteren, Netherlands
2017
- Verona-Paris Stochastic Modeling conference, University of Verona, Italy
- Seminar, Questrom School of Business, Boston University, US
- Workshop on Advances in Stochastic Analysis for Risk Modeling, CIRM, Luminy, France
- Mathematical Finance Seminar, University of Vienna, Austria
- I Gran Sasso Workshop in Mathematical Finance, Gran Sasso Science Institute, L'Aquila, Italy
- Stochastic control, ambiguity and games workshop and research week, University of Leeds, UK
- Workshop on BSDEs and SPDEs, University of Edinburgh, UK
- Workshop Robust Methods in Probability & Finance, ICERM, Brown University, Providence, RI, US
- First Italian Meeting on Probability and Mathematical Statistics, Università and Politecnico di Torino, Italy
- Convex Stochastic Optimization Workshop, King's College London, UK
- Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas, Santorini, Greece (plenary speaker)
- Workshop Young Researchers in Robust Mathematical Finance, ETH Zurich, Switzerland (keynote speaker)
- BANFF International Research Station Workshop on Generated Jacobian Equations: from Geometric Optics to Economics, Canada
- Financial Mathematics seminar, Princeton University, US
- Pricing-Hedging Duality workshop, ETH Zurich, Switzerland
- Oberwolfach Workshop on Mathematics of Quantitative Finance, Germany
- Conference Advances in Financial Mathematics, Ecole Polytechnique, France
2016
- Workshop on Quantitative Methods in Finance: Beyond the Classical Paradigm, Sydney University of Technology, Australia
- SIAM Conference on Financial Mathematics and Engineering, Austin, TX (plenary speaker)
- Mathematical Finance Colloquium, University of Southern California, US
- Financial Mathematics and Actuarial Research Seminar, University of California Santa Barbara, US
- Financial and Actuarial Mathematics Seminar, University of Michigan, US
- Mathematical Finance Seminar, Columbia University, NY, US
- Vienna Congress on Mathematical Finance, Vienna University of Technology, Austria
- Workshop on Enlargements of Filtrations and Financial Applications, University of Zurich, Switzerland
- BIRS-CMO workshop on Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, Casa Matematica Oaxaca, Mexico
- Probability Seminar, Universities of Paris VI and Paris VII, France
- Vienna WPI Workshop on Pathwise methods, Functional Calculus and applications in Mathematical Finance, Wolfgang Pauli Institute, Vienna, Austria
2015
- International Conference on Stochastic Analysis and Applications, Hammamet, Tunisia
- Workshop on Mathematical Finance beyond classical models, ETH Zurich, Switzerland
- 7th General AMaMeF and Swissquote Conference, EPFL Lausanne, Switzerland (plenary speaker)
- 8th International Congress on Industrial and Applied Mathematics, Beijing, China
- Mathematics and Financial Economics Workshop, ZIF, University of Bielefeld, Germany
- Workshop on Mathematical Finance, University of Milan, Italy
2014
- Workshop on Stochastic and Quantitative Finance, Imperial College London, UK
- Probability Seminar, University of Bath, UK
- Workshop on Stochastic analysis for risk modeling, CIRM, Luminy, France
- Paris Labex Louis Bachelier - SIAM-SMAI Conference on Financial Mathematics: Advanced Modeling and Numerical Methods, University Paris VII, Paris, France
- BANFF International Research Station, Canada. Workshop on Mathematical Finance: Arbitrage and Portfolio Optimization, Canada
- Probability, Stochastic Modelling and Financial Mathematics Seminar, University of Leeds, UK
- Risk and Stochastics Conference 2014, LSE, London, UK
- Berliner Kolloquium Wahrscheinlichkeitstheorie - Stochastische Analysis, WIAS Institute, Berlin, Germany
- Stochastic Finance Seminar, University of Warwick, UK
2013
- Workshop Stochastics and Real World Models 2013, University of Bielefeld, Germany
- Stochastic Analysis and Stochastic Finance Seminar, Humboldt Universität zu Berlin, Germany
- Habilitationsvortrag, University of Vienna, Austria
- Mathematical Finance Seminar, University of Texas at Austin, TX, US
- Probability Seminar, University of Strasbourg, France
2012
- Mathematics Seminar, University of Erlangen, Germany
- Mathematical Finance Seminar, University of Pisa, Italy
- Operations Research and Financial Engineering Seminar, Princeton University, US
- BANFF International Research Station Workshop on Optimal Transportation and Differential Geometry, Canada
- Bachelier Seminar Paris, IHP Paris, France
- Mathematical Finance Seminar, Université d’Evry Val Dessonne, France
- Bachelier Colloquium on Stochastic Calculus and Finance, Metabief, France
2011
- Mathematical Colloquium, University of Oldenburg, Germany
- PRisMa 2011: One-Day Workshop on Portfolio Risk Management, Vienna University of Technology, Austria
- Mathematical Finance Seminar, University of Vienna, Austria
- Kolloquium Versicherungs- und Finanzmathematik, Leibniz Universität Hannover, Germany
- De Finetti Seminar, University of Milano Bicocca, Italy
- Mathematics Seminar, University of Pavia, Italy
2010
- Mini-course on Risk Measures, University of Vienna, Austria
- Bachelier Seminar Paris, IHP Paris, France
2009
- PRisMa 2009: One-Day Workshop on Portfolio Risk Management, Vienna University of Technology, Austria
- Oberseminar Finanz- und Versicherungsmathematik, Munich University of Technology, Germany
- Berlin Seminar on Stochastic Analysis and Mathematical Finance, Humboldt Universität zu Berlin, Germany
2008
- Mini-Workshop Mathematics of Solvency at the Mathematisches Forschungsinstitut Oberwolfach
2005
- Mathematical Finance Seminar, Vienna University of Technology, Austria
- Mathematical Finance Seminar, University of Perugia, Italy
2004
- BANFF International Research Station Workshop on Semimartingale Theory and Practice in Finance, Canada