List of publications

Preprints

• with B. Acciaio, Fixed Points for the $q$-Bass Martingale: Existence, Stability, and Convergence, submitted.
• with B. Acciaio, Existence of $q$-Bass martingales in the semidiscrete setting, submitted.
• with B. Acciaio, Brandon García Flores, and G. Pammer, Dynamic reinsurance via martingale transport, submitted.

Published and forthcoming

• with B. Acciaio and G. Pammer, Calibration of the Bass Local Volatility model, SIAM Journal on Financial Mathematics, Vol. 16, No. 3, pp. 803-833, 2025.

Talks

2026

• Oxford ETH Workshop 2026, Zurich.
• 13th World Congress of the Bachelier Finance Society, Bologna.
• 3rd ETH-HK-Imperial Joint Workshop on Quantitative Finance, Zurich.

2024

• 12th World Congress of the Bachelier Finance Society, Rio de Janeiro.
• XXV Workshop on Quantitative Finance, Bologna.
• Oxford ETH Workshop 2024, Zurich.