CONTACT
Laboratory in Mathematics and Computer Science
CentraleSupélec, France
Email : gaoyue (dot) guo (at) centralesupelec (dot) fr
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RESEARCH INTERESTS
RESEARCH INTERESTS
(martingale) optimal transport, (optimal) Skorokhod embedding, stochastic control, particle system, numerical analysis
(martingale) optimal transport, (optimal) Skorokhod embedding, stochastic control, particle system, numerical analysis
AOUT ME
I am a tenure-track assistant professor (maître de conférences) of Laboratory in Mathematics and Computer Science at CentraleSupélec. Prior to this position, I was postdoc respectively in Department of Mathematics, University of Michigan (2018-2020) and Mathematical Institute, University of Oxford (2016-2018). I received the Ph.D degree in Oct, 2016, from Département de Mathématiques Appliquées, Ecole Polytechnique. My thesis advisor is Professor Nizar Touzi.
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