|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.
|Optimal Transport, Martingale Optimal Transport and Skorokhod Embedding in multi-dimensions, and their applications to Mathematical Finance and Statistical Optimization.|
· 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).