个人简历

Career
2018.9-present,AssistantProfessor,ShanghaiTechUniversity
2016.10-2018.8,Postdoc,UniversityofOxford,Oxford,UK
2016.5-2016.9,Postdoc,TechnischeUniversitätWien,Vienna,Austria
Education
2016.5,PhDinMathematics.UniversityofBritishColumbia,Vancouver,Canada
2006.2,BScinMathematics.YonseiUniversity,Seoul,Korea

近期论文

withN.GhoussoubandY-HKim.Structureofoptimalmartingaletransportingeneraldimensions.TheAnnalsofProbability,Volume47,Number1(2019),withM.BeiglböckandJ.Obłój.Dualattainmentforthemartingaletransportproblem.Bernoulli,Volume25,Number3(2019),1640--1658.
Optimalmartingaletransportbetweenradiallysymmetricmarginalsingeneraldimensions.StochasticProcessesandtheirApplications,https://doi.org/10.1016/j.spa.2019.06.005(2019)
withN.GhoussoubandY-HKim.OptimalBrownianstoppingwhenthesourceandtargetareradiallysymmetricdistributions.https://arxiv.org/abs/1906.11635(June2019)
withK.Kang,H.K.KimandG.Seo.Uniquenessandcharacterizationoflocalminimizersfortheinteractionenergywithmildlyrepulsivepotentials.https://arxiv.org/abs/1907.07004(July2019)
withR.J.McCann.Isodiametry,variance,andregularsimplicesfromparticleinteractions.https://arxiv.org/abs/1907.13593(Aug2019)Multi-martingaleoptimaltransport.https://arxiv.org/abs/withS.Eckstein,G.GuoandJanObłój.Robustpricingandhedgingofoptionsonmultipleassetsanditsnumerics