Research Group
      ►  Henry Stone (PhD, started 2016, joint with Mikko Pakkanen).
      ►  Chloe Lacombe (PhD, started 2016).
      ►  Aitor Muguruza (PhD, started 2017, joint with Blanka Horvath).
      ►  Alexandre Pannier (PhD, started 2018.


Past PhD Students
      ►  Hao Liu (2018)
            Thesis: Optimal liquidation strategies for large-tick stocks.
      ►  Fangwei Shi (2018. First job: Quant, Lloyds)
            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
Mark Davis 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