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    Position 교수
    Current Department 경희대학교 응용과학대학 응용수학과
    프로필
    연구 성과
    개요
    Category 카테고리
    수학
    Keyword 키워드
    Portfolio Selection
    Finite Horizon
    Mellin Transform
    Pricing
    Valuation
    Barrier Options
    Integral Equations
    Optimal Investment
    Lookback Options
    Partial differential equation
    Risk Aversion
    Default Risk
    Black-Scholes Equation
    학위[2]
    Seoul National University, Seoul, Korea
    Degree 박사 (Doctorate)
    Department Mathematics
    Date 2016
    Pohang University of Science and Technology (POSTECH), Pohang, Korea
    Degree 학사 (Bachelor's)
    Department Mathematics
    Date 2009
    경력[2]
    Kyung Hee University (Global Campus), Yongin, Korea
    Department Department of Applied Mathematics
    Position Assistant Professor
    Date 2018 - present
    Seoul National University, Seoul, Korea
    Department 수리과학부 BK21플러스
    Position Post-Doc.
    Date 2016 - 2018
    링크
    연구실
    팔로우 추천