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