Slides
Slides
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 (Invited Speaker)
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization 📗