Talks

List of the most relevant invited and contributed talks.

Full details are available in my CV. Since the slides often include animations, I recommend viewing them with Adobe Reader or another PDF reader that supports animated content.

Invited Talks

  • 2025 — Optimal Stopping of a Gauss-Markov Process with random terminal density
    ODOSP25: One Day on Optimal Stopping Problems, The Fields Institute, Toronto, Canada
    With Bernardo D’Auria. · Slides · Event

  • 2025 — Optimal stopping of Gauss-Markov processes with random terminal value
    Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance, The Fields Institute, Toronto, Canada
    With Bernardo D’Auria. · Slides · Video · Event

Contributed Talks

  • 2026 — Ergodic singular control for ambiguous compound-Poisson jump-diffusion processes
    XVII Latin American Congress of Probability and Mathematical Statistics (CLAPEM), Universidad de la República, Montevideo, Uruguay
    With Bernardo D’Auria and Giorgio Ferrari. · Slides · Event

  • 2025 — Optimally Stopping a Gauss–Markov process with random terminal value
    XLI Congreso Nacional de la Sociedad de Estadística e Investigación Operativa española, La Llotja, Lleida, Spain
    With Bernardo D’Auria. · Slides · Event

  • 2024 — Optimal stopping of Gauss-Markov bridges
    4th International Workshop on Stochastic Processes and their Applications, Universidad de Zaragoza, Zaragoza, Spain
    With Bernardo D’Auria and Eduardo García-Portugués. · Slides · Event

  • 2024 — Optimal stopping of Gauss-Markov bridges with applications to American options
    12th Bachelier World Congress of the Bachelier Finance Society, FGV EMAp, Rio de Janeiro, Brazil
    With Bernardo D’Auria and Eduardo García-Portugués. · Slides · Event