Research Group
      ►  Henry Stone (PhD, started 2016, joint with Mikko Pakkanen).
      ►  Chloe Lacombe (PhD, started 2016).
      ►  Aitor Muguruza (PhD, started 2017).


Past PhD Students
      ►  Hao Liu (2018)
            Thesis: Optimal liquidation strategies for large-tick stocks.
      ►  Fangwei Shi (2018)
            Thesis: Asymptotic analysis of new stochastic volatility models.
      ►  Sergey Badikov (2017, joint with M.H.A. Davis. First job: Associate at Citigroup)
            Thesis: Infinite-dimensional linear programming and model-independent hedging of contingent claims.
      ►  Ivo Mihaylov (2015, joint with J.F. Chassagneux. First job: Associate at Citigroup)
            Thesis: Numerical schemes and Monte Carlo techniques for Greeks in stochastic volatility models.
      ►  Patrick Roome (2015. First job: Quant, JP Morgan)
            Thesis: Asymptotics of forward implied volatility.

Co-authors (past and present)
Elisa Alos Sergey Badikov Jean-Francois Chassagneux
Stefano De Marco Jean-Dominique Deuschel Martin Forde
Peter Friz Jim Gatheral Archil Gulisashvili
Hamza Guennoun Gaoyue Guo Fatma Haba
Caroline Hillairet Blanka Horvath Louis Jeannerod
Martin Keller-Ressel Chloé Lacombe Jorge A. Leon
Roger Lee Hao Liu Matt Lorig
Daphne Liu Claude Martini Alex Mijatovic
Ivo Mihaylov Aitor Muguruza Leo Neufcourt
Peter Tankov Patrick Roome Fangwei Shi
Konstantinos Spiliopoulos Henry Stone Sean Violante