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| 个人简介 |  |
| Sep 2018 - present. Assistant Professor. Institute of Mathematical Sciences, ShanghaiTech University, Shanghai, China. Oct 2016 - Aug 2018. Postdoctoral researcher. University of Oxford, Oxford, UK. Mentor: Prof. Jan Obłój. May - Sep 2016 Postdoctoral researcher. Technische Universität Wien, Vienna, Austria. Mentor: Prof. Mathias Beiglböck. May 2016. PhD in Mathematics. University of British Columbia, Vancouver, Canada. Supervisors: Prof. Nassif Ghoussoub and Prof. Young-Heon Kim. Feb 2006. BSc in Mathematics. Yonsei University, Seoul, Korea. |
| 主要研究内容 | |
| Optimal Transport, Martingale Optimal Transport and Skorokhod Embedding in multi-dimensions, and their applications to Mathematical Finance and Statistical Optimization. |
| 代表性论文 | |
| · Dualattainment for the martingale transport problem (with Mathias Beiglböck and Jan Obłój). To appear in Bernoulli Journal. · Structureof optimal martingale transport in general dimensions (with Nassif Ghoussouband Young-Heon Kim). To appear in The Annals of Probability. · Optimalmartingale transport between radially symmetric marginals in generaldimensions. ·Multi-martingale optimal transport. ·Optimal Brownian Stopping between radiallysymmetric marginals in general dimensions (with Nassif Ghoussoub and Young-HeonKim |
