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An inverse optimal stopping problem for diffusions, with P. Strack, To appear in Mathematics of Operations Research, 2018. 
arxiv

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Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values, with D. Sezer and A. Popier, To appear in Stochastics and Dynamics, 2018. 
hal

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A verification theorem for optimal stopping problems with expectation constraints, with S. Ankirchner and M. Klein, To appear in Applied Mathematics and Optimization, 2017. 
hal

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WLLN for arrays of nonnegative random variables, with S. Ankirchner and M. Urusov, To appear in Statistics and Probability Letters, 2016. 
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A functional limit theorem for irregular SDEs, with S. Ankirchner and M. Urusov, To appear in Annales de l'Institut Henri Poincaré (B) Probability and Statistics, 2016. 
arxiv

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Numerical approximation of irregular SDEs via Skorokhod embeddings, with S. Ankirchner and M. Urusov, To appear in Journal of Mathematical Analysis and Applications, 2016. 
HAL

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Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting, with A. Popier, To appear in Stochastic Processes and their Applications, 2016. 
arxiv

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BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration, with A. Popier, Stochastics, 88(4):491539, 2016. Please note that in the case p<2 and if the driver depends on the integrand with respect to the Poisson measure there is a mistake in the proof of
Proposition 8. This is corrected in the paper below:

arxiv

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L^{p}solution for BSDEs with jumps in the case p<2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration", with A. Popier, to appear in Stochastics, 2017. 
HAL

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Optimal Stopping with Private Information, with P. Strack, Journal of Economic Theory, 159:702727,2015. 
SSRN

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Optimal position targeting with stochastic linearquadratic costs, with S. Ankirchner, Banach Center Publications, 104:924, 2015. 
pdf

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BSDEs with singular terminal condition and control problems with a constraint, with S. Ankirchner and M. Jeanblanc, SIAM Journal on Control and Optimization, 52(2):893–913, 2014. 
arxiv

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Optimal Trade Execution Under PriceSensitive Risk Preferences, with S. Ankirchner, Quantitative Finance, 13(9):1395–1409, 2013. 
SSRN

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Hedging Forward Positions: Basis Risk Versus Liquidity Costs, with S. Ankirchner and P. Kratz, SIAM Journal on Financial Mathematics, 4:1, 668696, 2013. 
SSRN
