015 November 2026
Invited seminar talk
Quantitative Seminar 2026
Reliable and Efficient Pricing under Rough Volatility
Rabobank, Utrecht, Netherlands · hybrid
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Talks & seminars
Ideas shared across
research communities.
Upcoming invitations, recorded presentations, conference contributions, and seminars spanning computational finance, stochastic numerics, energy markets, and uncertainty quantification.
5Upcoming appearances
5Recorded presentations
2016–27Conference, workshop, and seminar record
Upcoming
Where I am speaking next
Confirmed talks, workshops, and conference appearances from November 2026 through February 2027.
0222 November–2 December 2026
Invited talk
Stochastic Numerics and Statistical Learning: Theory and Applications
KAUST, Saudi Arabia
0322 January 2027
Invited talk
2nd SAG-UQ Annual Meeting
Vrije Universiteit Amsterdam, Netherlands
0425 January 2027
Invited seminar talk
Seminars in Probability and Statistics
TU Delft, Delft, Netherlands
054–5 February 2027
Invited talk
18th Actuarial and Financial Mathematics Conference
Brussels, Belgium
Watch & explore
Recorded talks
01
May 2025Efficient Filtering and Importance Sampling via Markovian Projection in Stochastic Reaction Networks
Stochastic Numerics and Statistical Learning: Theory and Applications
KAUST, Saudi Arabia
02
May 2024Empowering Fourier-Based Methods for Computing Expectations and Pricing Multi-Asset Options
Stochastic Numerics and Statistical Learning: Theory and Applications
KAUST, Saudi Arabia
03
May 2023Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks
Stochastic Numerics and Statistical Learning: Theory and Applications
KAUST, Saudi Arabia
04
May 2022Numerical Smoothing and Hierarchical Approximations for Efficient Option Pricing and Density Estimation
Stochastic Numerics and Statistical Learning: Theory and Applications
KAUST, Saudi Arabia
05
August 2020Importance Sampling for a Robust and Efficient Multilevel Monte Carlo Estimator for Stochastic Reaction Networks
14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods
Oxford, United Kingdom / online
Selected archive
Conference & seminar talks
Invited seminar talk
From High-Dimensional Option Pricing to Multivariate Risk Measures: Exploiting Structure in Fourier Space for Scalable Computation
Quantitative Finance and Actuarial Science Workshop · Tilburg University, Netherlands
Minisymposium organisation & talk
Data-Driven Stochastic Optimal Control for Trading of Renewables on Intraday Energy Markets
6th International Conference on Computational Finance · Oxford, United Kingdom
Invited talk
Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk Measures
17th International Conference on Monte Carlo and Quasi-Monte Carlo Methods · Edinburgh, United Kingdom
Minisymposium talk
Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options
XIII Bachelier World Congress · Bologna, Italy
Invited talk
Data-Driven Stochastic Optimal Control for Trading of Renewables on Intraday Energy Markets
Stochastics in Mathematical Finance and Physics Conference · Hammamet, Tunisia
Invited talk
Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks
2025 Annual NDNS+ UTwente Workshop · University of Twente, Netherlands
Invited talk
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options
Premia Annual Meeting 2025 · Centre Inria de Paris, France
Invited talk
Efficient Filtering and Importance Sampling via Markovian Projection in Stochastic Reaction Networks
Séminaire de Probabilités, Laboratoire de Mathématiques et Modélisation · Évry, France
Invited talk
Empowering Fourier-Based Pricing Methods for Efficient Valuation of High-Dimensional Derivatives
22nd Winter School on Mathematical Finance · Soesterberg, Netherlands
Invited talk
Efficient Filtering and Importance Sampling via Markovian Projection in Stochastic Reaction Networks
CASA Colloquium · Eindhoven University of Technology, Netherlands
Minisymposium talk
Dimensionality Reduction via Markovian Projection in Filtering for Stochastic Reaction Networks
16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods · University of Waterloo, Canada
Minisymposium talk
Efficient Fourier Pricing of Multi-Asset Options: Quasi-Monte Carlo and Domain Transformation
International Conference on Computational Finance · Amsterdam, Netherlands
Seminar
Generic Importance Sampling via Optimal Control for Stochastic Reaction Networks
Mathematical Institute Seminar · Utrecht, Netherlands
Invited talk
Empowering Fourier-Based Methods for the Efficient Valuation of High-Dimensional Derivatives
Finance Research Day at TU Delft · Delft, Netherlands
Invited talk
Generic Importance Sampling via Optimal Control for Stochastic Reaction Networks
Joint Leiden/VU/Delft Seminar · Delft, Netherlands
Minisymposium talk
MLMC Combined with Numerical Smoothing for Efficient Probabilities, Densities, and Option Pricing
14th International Conference on Monte Carlo Methods and Applications · Paris, France
Conference talk
Optimal Damping with Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options
SIAM Conference on Financial Mathematics and Engineering · Philadelphia, United States
Invited talk
Analysis of Numerical Smoothing with Hierarchical Approximations
Numerical Analysis of Stochastic PDEs Workshop · Eindhoven, Netherlands
Invited talk
Smoothing Techniques and Hierarchical Approximations for Efficient Option Pricing
Mathematical Finance Seminar · Humboldt University of Berlin, Germany
Conference talk
Quasi-Monte Carlo and Multilevel Monte Carlo with Numerical Smoothing
15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods · Linz, Austria
Conference talk
Numerical Smoothing and Hierarchical Approximations for Efficient Option Pricing
International Conference on Computational Finance · Wuppertal, Germany
Invited talk
Hierarchical Deterministic Quadrature Methods for Option Pricing under the Rough Bergomi Model
SIAM Conference on Financial Mathematics and Engineering · Online
Conference talk
Importance Sampling for a Robust and Efficient Multilevel Monte Carlo Estimator for Stochastic Reaction Networks
14th International Conference on Monte Carlo and Quasi-Monte Carlo Methods · Oxford, United Kingdom / online
Invited talk
Mathematics for Uncertainty Quantification Seminar
Math4UQ Seminar · RWTH Aachen University, Germany
Conference talk
Adaptive Sparse Grids and Quasi-Monte Carlo for Option Pricing under the Rough Bergomi Model
International Conference on Computational Finance · A Coruña, Spain
Conference talk
Multilevel Hybrid Split-Step Implicit Tau-Leap for Stochastic Reaction Networks
12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods · Stanford University, United States
Speaking invitations