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    Position 겸임교수
    Current Department 서울대학교 자연과학대학 수리과학부
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    연구 성과
    논문[7]
    #7. Conditions for bubbles to arise under heterogeneous beliefs
    Journal Information 2022.1 · Quantitative Finance 22(3):1-13
    Identifier (DOI) https://doi.org/10.1080/14697688.2021.1990376
    #6. Influence of risk tolerance on long-term investments: a Malliavin calculus approach
    Journal Information 2021.12 · Stochastics An International Journal of Probability and Stochastic Processes 94(6):1-32
    Identifier (DOI) https://doi.org/10.1080/17442508.2021.2011891
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