A Fanning Scheme for the Parallel Transport along Geodesics on Riemannian Manifolds. - Maxime Louis; Benjamin Charlier; Paul Jusselin; Susovan Pal; Stanley Durrleman (SIAM J. Numer. Anal., 2018)

Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design. (Quelques aspects du rôle central de la microstructure des marchés financiers : dynamique de la volatilité, trading optimal et organisation des marchés). - Paul Jusselin (2020)

Optimal Auction Duration: A Price Formation Viewpoint. - Paul Jusselin; Thibaut Mastrolia; Mathieu Rosenbaum (Oper. Res., 2021)

Optimal Market Making with Persistent Order Flow. - Paul Jusselin (SIAM J. Financial Math., 2021)