About Me

Hi, I am a PhD candidate in Mathematics at Carnegie Mellon University, advised by Martin Larsson  and Johannes Wiesel. Before starting my PhD, I earned a Master’s degree in Mathematics and a Bachelor’s degree in Economics and Mathematics (double major) at Seoul National University.

My research broadly lies in stochastic analysis and optimal transport, with a particular focus on applications in mathematical finance and related areas. I am especially interested in developing theoretical frameworks that remain robust in high-noise, low-signal environments where model uncertainty and misspecification are prevalent. 

During my PhD, I have primarily focused on developing the theory of adapted (causal) optimal transport. 

I will be on the 2025-2026 job market.

Email: jonghwap [at] andrew [dot] cmu [dot] edu

My CV is available here.