I am currently a second year Ph.D. student at the Department of Statistics, under the supervision of Dr. Gechun Liang.
My research areas are mainly focused on mathematical finance and stochastic analysis. In particular, I am currently interested in numerical viscosity solutions, stochastic control and optimal stopping.
- An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians, (with Gechun Liang and Thaleia Zariphopoulou), arXiv:1801.00583.
- An approximation scheme for variational inequalities with convex and coercive Hamiltonians.
Conferences Attended/ Plan to Attend:
- 11th European Summer School in Financial Mathematics @ Paris, 27 - 31 August 2018.
- 4th Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance @ Shanghai, 23 - 27 April 2018.
Office: C1.02, Zeeman Building