The research interests of the group are stochastic analysis and mathematical finance with current focus on:

  • martingale optimal transport,
  • model-free financial mathematics,
  • pathwise stochastic calculus (for financial applications),
  • rough paths, paracontrolled distributions, regularity structures,
  • Skorokhod embedding problem,
  • stochastic (partial) differential equations.

Below you can find the most recent publications of the research group. For the complete publication list of each group member please consult their individual profil pages.

Most Recent Publications