Mentorship

Postdoctoral Fellows

    • Hyun-Jung Kim, Fall 2019 - Spring 2020, Research topic: Statistical Inference for Stochastic PDEs

PhD Students

Masters of Science Students

    • Hui Fang, MS 2014 Illinois Tech (co-advised with Tomasz R. Bielecki), Thesis: "Option pricing and hedging under jump diffusion model with differential interest rates".

    • Liaosha Xu, MS 2013 Illinois Tech, Thesis: "Hypothesis Testing for Stochastic PDEs Driven by Additive Noise", Next position: PhD student at University of Virginia.

    • Yuan Jiang, MS 2013 Illinois Tech, Thesis: "A Study of High Frequency Trading in Limit Order Books"

    • Jingran Liu, MS 2012 Illinois Tech (co-advised with Tomasz R. Bielecki), Thesis: "Mean-Variance hedging with time changed Levy processes", Next position: Senior Valuations Analyst, CME Group (Chicago)


Research Collaborators

Randolf Altmeyer (Humboldt-Universität zu Berlin)

Tomasz R. Bielecki (Illinois Tech)

Samuel Drapeau (Shanghai Jiao Tong University )

Francisco Delgado-Vences (Instituto de Matemáticas, UNAM Mexico City, Mexico )

Tao Chen (UCSB)

Ziteng Cheng (Illinois Tech)

Petru Cojuhari (University of Moldova)

Areski Cousin (Université de Strasbourg)

Gregory E. Fasshauer (Colorado School of Mines)

Shibi Feng

Nathan Glatt-Holtz (Tulane)

Ruoting Gong (Illinois Tech)

Levon Goukasian (Pepperdine University )

Yicong Huang

Ismail Iyigunler

Monique Jeanblanc (University of Evry)

Martin Karliczek

Hyun-Jung Kim (Illinois Tech)

Gabriela Kováĉova (Vienna University of Economics and Business)

Sergey Lototsky (USC)

Gregor Pasemann (TU Berlin)

Marcin Pitera (Jagiellonian University )

Jan Pospisil (University of West Bohemia )

Aris Protopapadakis (USC)

Rodrigo Rodriguez

Birgit Rudloff (Vienna University of Economics and Business)

Marek Rutkowski (University of Sydney)

Thorsten Schmidt (University of Freiburg)

Marius M. Stanescu (University of Craiova)

Liaosha Xu

Qi Ye (South China Normal University )

Zhao Zhang