Research

Published/Forthcoming Papers:

• Real Options Problem with Non-Smooth Obstacle (with Alain Bensoussan, Dmitrii Rachinskii, and Alejandro Rivera), [Paper Link] [Paper PDF] [Slides]

SIAM Journal of Financial Mathematics, Vol. 12(4), 1508-1552 (2021)

• Inter-Provincial Disparity of COVID-19 Transmission and Control in Nepal (with Buddhi Pantha, Hem Raj Joshi, and Naveen K. Vaidya), [Paper Link]

Scientific Reports by Nature, Vol. 11, 13363 (2021)

Working Papers:

• Present-Bias and the Value of Sophistication (with David Jimenez-Gomez, Dmitrii Rachinskii, and Alejandro Rivera) [available at SSRN], [Slides]

Revise and Resubmit, Games and Economic Behavior  

Research in Progress:

• A Robust Model of Wealth Management for Family Offices (with Alain Bensoussan, Dmitrii Rachinskii, and Alejandro Rivera)

Conference Presentations and Discussions:

• Asian Finance Association Annual Meeting (AsianFA 2022), Hong Kong - Presenter & Discussant  [Jun 2022]

• Africa Meeting of the Econometric Society (AFES 2022), Ethiopia - Presenter [Jun 2022]

• International Workshop on Applications of Geometric Methods of Functional Analysis, UT Dallas, USA - Presenter [May 2022]

• Joint Mathematics Meetings (JMM), Seattle, USA - Presenter  [April 2022]

• World Finance & Banking Symposium, Budapest, Hungary - Session Chair, Presenter, & Discussant [Dec 2021]

• Financial Management Association Annual Meeting (FMA 2021), Denver, USA - Presenter & Discussant  [Oct 2021]

• 15th International Conference on Free Boundary Problems (FBP 2021), Berlin, Germany - Presenter  [Sep 2021]

• World Finance Conference (WFC 2021), University of Agder, Norway -  Presenter & Discussant  [Aug 2021]

• Asian Finance Association Annual Meeting (AsianFA 2021), Shandong University, Jinan, China - Session Chair, Presenter, & Discussant [Jul 2021]

• European Financial Management Association Conference (EFMA 2021), University of Leeds, UK - Presenter & Discussant  [Jun 2021]

• SIAM Conference on Financial Mathematics (FM21), Philadelphia, USA - Presenter  [Jun 2021]

• AMS Special Session on Stochastic Analysis and Applications in Finance, Actuarial Science and Related Fields (JMM 2020), Denver, USA - Presenter   [Jan 2020]

• International Conference on Applications of Mathematics to Nonlinear Sciences (AMNS 2019), Pokhara, Nepal - Presenter  [Jun 2019]