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Welcome to Jin Hyuk Choi's homepage. 

I am an Associate Professor in the Department of Mathematical Sciences at UNIST. 

My research focuses on the mathematical analysis of financial markets with asymmetric information and market frictions. I study dynamic equilibrium models such as the Kyle and Radner frameworks to understand how trading constraints, transaction costs, and search frictions affect price formation and market efficiency. A central theme in my work is the interplay between information structure, strategic interaction, and liquidity in continuous time settings. I also explore related problems in contract theory, delegated information acquisition, and dynamic games in cybersecurity.