Talks & Slides
Stochastic Control and Free Boundary Problems Arising in Financial Mathematics
Analysis, PDE & Probability Seminar, KIAS
Should I Buy a Coffee or Save the Money? Decision-Making under Uncertainty through the Lens of Mathematics
10th UNIST Industrial Engineering Relay Seminar
Free Boundary Problems in Mathematical Finance: Optimal Decision-Making under Uncertainty
Colloquium at Department of Mathematics, Sungkyunkwan University
Stochastic Singular Control Problems in Utility Maximization
JSIAM Annual Meeting
Parabolic Double Obstacle Problems in Stochastic Control
Summer School on Elliptic & Parabolic PDEs and Related Topics
General Equilibrium with Intertemporal Loss Aversion: Existence (short version)
Annual meeting of the Kangwon-Kyugki Mathematical Society
Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds
The 9th Asian Quantitative Finance Conference, Shenzen, China (presented by co-author)
The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game
KMS Spring Meeting
Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds
The 2nd ETH-HK-Imperial Joint Workshop on Quantitative Finance (presented by co-author)
Finite Horizon Optimal Portfolio with Job Switching Problem
Seminar at Department of Mathematical Sciences, Seoul National University
Reversible Investment Problem with CEV model
Seminar at Department of Applied Mathematics, Kongju National University
A Problem of Finite-Horizon Singular and Stochastic Control for Utility Maximization
KMS Annual Meeting, Korea
Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Market
The First INFORMS Conference on Financial Engineering and FinTech, Hong Kong
Consumption and Portfolio Choice with Costly Adjustment for Living Standards
The 8th Asian Quantitative Finance Conference (presented by co-author)
Parabolic Obstacle Problems in Mathematical Finance
Summer School on Elliptic & Parabolic PDEs and Related Topics
Optimal Consumption and Portfolio Rules with Dynamic Adjustment of Consumption Bounds
Seminar at Department of Mathematical Sciences, Seoul National University
Portfolio Choice and Market Equilibrium under Standard Living Preferences
Seminar at School of Mathematics, South China Normal University
The finite-horizon retirement problem with borrowing constraint: A zero-sum stopper vs. singular-controller game
Workshop on Mathematical Finance at Jeju (presented by co-authors)
Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Market
Workshop on Mathematical Finance at Jeju (presented by co-authors)