Activities
Conference Presentations
Vienna Congress on Mathematical Finance - VCMF, Sept. 9–11, 2019 slides
SIAM Conference on Financial Mathematics and Engineering, Toronto, Ontario, Canada. 4-7 June 2019
Bachelier Conference, Dublin, Ireland. 16-20 July 2018
6th Mini-Workshop on Mathematical Finance, Sookmyung Women's University, Seoul, Korea. 11 May 2018
KMS Spring Meeting, Kyunghee University, Seoul, Korea. 21 April 2018
Workshop on BSDES and SPDES, Edinburgh, UK. 3-7 July 2017
Robust Methods in Probability & Finance, ICERM, Providence, RI, USA. 19-23 June 2017
Fifth Asian Quantitative Finance Conference, Seoul, Korea. 24-26 April 2017
Spring Central Sectional Meeting, AMS, Indiana University, Bloomington, IN, USA. 1-2 April 2017
SIAM Conference on Financial Mathematics and Engineering, Austin, TX, USA. 11-19 November 2016
AMS, Fall Eastern Sectional Meeting, Bowdoin College, Brunswick, ME, USA. 24-25 September 2016
IMS-FIPS Workshop, University of Alberta, Edmonton, AB, Canada. 7-9 July 2016
SIAM Annual Meeting 2016, Boston, MA, USA. 11-15 July 2016
Eastern Conference on Mathematical Finance, Worcester Polytechnic Institute, Worcester, MA, USA. 18-20 March 2016
Joint Mathematics Meetings, AMS, Seattle, WA, USA. 6-9 Jan 2016
INFORMS Annual Meeting, Philadelphia, PA, USA. 1-4 Nov 2015
Sixth Western Conference on Mathematical Finance, University of California, Santa Barbara, CA. 25-27 September 2014. http://www.pstat.ucsb.edu/sa-wcmf6/
Organization
Minisymposium in Financial Mathematics,
SIAM Annual Meeting 2016, Boston, MA, USA. 11-15 July 2016.
Jointly with Gu Wang
Seminar/Colloquium presentation
Catholic University of Korea, Seoul, Korea. 19 April 2019
Ajou Univerisity, Suwon, Korea. 15 April 2019
WPI, Worcester, MA, USA, 19 February, 2019
KAIST, Daejeon, Korea, 21 November 2018
Sungkyunkwan University, Suwon, Korea, 8 November 2018
Chungang University, Seoul, Korea, 1 November 2018
UNIST, Ulsan, Korea, 20 September 2018
Sookmyung Women's University 11 May 2018
University of Washington, Seattle, WA 18 Jan 2018
Purdue University, West Lafayette, IN 20 March 2017
WPI, Worcester, MA 18 Apr 2016
Rutgers University, Piscataway, NJ 04 Apr 2017
Purdue University, West Lafayette, IN, USA 20 Mar 2017
WPI, Worcester, MA 01 Apr 2016
Seoul National University, Seoul, Korea 08 Mar 2016
WPI, Worcester, MA 01 Feb 2016
Morgan Stanley, New York, NY, USA 23 Apr 2015