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