Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost

Functional Itô Calculus, Path-Dependence and the Computation of Greeks

Recent Developments on Functional Itô Calculus: Lie Bracket and Tanaka Formula

Multiscale Stochastic Volatility Model for Joint Calibration of VIX and S&P 500 Options

Multiscale Stochastic Volatility Model for Options on Futures

Functional Itô Calculus

Functional (Itô) Calculus - Deterministic Case

Solving Partial Differential Equations via Deep Learning (FMTC Brazil 2018 winner team)

Introduction to Quantitative Finance

RiO 2018 - Functional Itô Calculus: Modeling Path Dependence

RiO 2017 - Stochastic Control and Differential Games with Path-Dependent Controls

RiO 2016 - Functional Itô Calculus, Path Dependence and the Computation of Greeks

Bate-Papo FGV: Inovações em Data Science Parte 2 (in Portuguese)

Bate-Papo FGV: Inovações em Data Science Parte 1 (in Portuguese)