Talks & Slides

• 2026.01. Analysis, PDE & Probability Seminar, KIAS
  
  Stochastic Control and Free Boundary Problems Arising in Financial Mathematics📕

• 2025.11. 10th UNIST Industrial Engineering Relay Seminar   
  
  Should I Buy a Coffee or Save the Money? Decision-Making under Uncertainty through the Lens of Mathematics📗

• 2025.10. Colloquium at Department of Mathematics, Sungkyunkwan University
  
  Free Boundary Problems in Mathematical Finance: Optimal Decision-Making under Uncertainty📘

• 2025.09. JSIAM Annual Meeting
  
  Stochastic Singular Control Problems in Utility Maximization📙

• 2025.07.  Summer School on Elliptic & Parabolic PDEs and Related Topics   
  
  Parabolic Double Obstacle Problems in Stochastic Control  📗

• 2025.06.  Annual meeting of the Kangwon-Kyugki Mathematical Society
  
  General Equilibrium with Intertemporal Loss Aversion: Existence (short version)📕

• 2025.04.  The 9th Asian Quantitative Finance Conference, Shenzen, China (presented by co-author)
  
  Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds  📘

• 2025.04.  KMS Spring Meeting
  
  The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game  📗
  The Finite-Horizon Reversible Investment Problem under Multi-Dimensional Stochastic Dynamics (presented by co-author) 

• 2025.04.  The 2nd ETH-HK-Imperial Joint Workshop on Quantitative Finance (presented by co-author)
  
  Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds 

• 2025.01  Seminar at Department of Mathematical Sciences, Seoul National University.  
  
  Finite Horizon Optimal Portfolio with Job Switching Problem 📘

• 2025.01  Seminar at Department of Applied Mathematics, Kongju National University
  
  Reversible Investment Problem with CEV model 📗

• 2024.10 KMS Annual Meeting, Korea.
  
  A Problem of Finite-Horizon Singular and Stochastic Control for Utility Maximization

• 2024.08  The First INFORMS Conference on Financial Engineering and FinTech, Hong kong.
  
  Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Market  📙

• 2024.08  The 8th Asian Quantitative Finance Conference  (presented by co-author).  
  
  Consumption and  Portfolio Choice with Costly Adjustment for Living Standards 📘

• 2024.08  Summer School on Elliptic & Parabolic PDEs and Related Topics.  
  
  Parabolic Obstacle Problems in Mathematical Finance 📕

• 2024.07  Seminar at Department of Mathematical Sciences, Seoul National University.  
  
  Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds 📙

• 2024.07  Seminar at School of  Mathematics,  South China Normal  University , China.
  
  Portfolio Choice and Market Equilibrium under Standard Living Preferences 📗  

• 2024.06  Workshop on Mathematical Finance at Jeju (presented by co-authors).
  
  The finite-horizon retirement problem with borrowing constraint: A zero-sum stopper vs. singular-controller game 📘
  Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Market 📙

• 2024.05 Mini-Workshop at SKKU 
  
  A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization 📗

• 2024 Winter Workshop  on Elliptic and Parabolic Problems and Related Topics (Intensive Lectures)
  
  1) Introduction to Stochastic Calculus and Black-Scholes Equation 📗
  2) Optimal Stopping Problem and Obstacle Problem 📘
  3) Optimal Consumption and Investment Problem: Hamilton-Jacobi-Bellman Equation 📙