Assistant Professor at Ensimag and member of the Jean Kuntzmann Laboratory (LJK)



I am a partner member of the Mathfi INRIA team based in Paris and I am in charge of Premia's development.

I am developing an open source numerical library PNL, see PNL's home page for more details.

Main research topics

  • Financial mathematics
  • Computational Finance
  • Stochastic Approximation
  • Adaptive Monte Carlo methods
  • Parallel computing for numerical probability
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