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Haodong Sun

I am currently a third year Ph.D. student at Department of Statistics, working under the supervision of Dr. Gechun Liang. I completed my MSc in Financial Mathematics at Department of Mathematics, King's College London, and my BSc in Finance at School of Finance, Shanghai University of Finance and Economics.

My research interests are mainly focused on mathematical finance and stochastic analysis. My current research is on the constrained optimal stopping problems and their applications in finance.

Working Papers:

  • Optimal switching games with Poisson random intervention times, (with Gechun Liang)
  • Dynkin games with dependent sequences of point processes
  • Dynkin games with Poisson random intervention times, (with Gechun Liang), arXiv:1803.00329
  • Mixed stochastic control and optimal stopping with Poisson random intervention times, (with Gechun Liang and Shuo Huang)

Teaching:

  • 2018-2019, term 1: ST339 - Introduction to Mathematical Finance
  • 2017-2018, term 2: ST202 - Stochastic Processes

Talks:

  • Contributed talk in Winter School on Stochastic PDEs and Mean-Field Games, University of Bologna, Italy, 14 January 2019 (scheduled)
  • Contributed talk in Fudan-Warwick Workshop on Financial Mathematics and Stochastic Analysis, University of Warwick, U.K., 1 November 2018
  • Invited talk in Young Researchers' Meeting, University of Warwick, U.K., 16 October 2018
  • Contributed talk in 11th European Summer School in Financial Mathematics, Ecole Polytechnique, France, 27 August 2018

Last modification: 22 Nov 2018

Head portrait

Haodong Sun (孙浩东)

Email: h dot sun dot 9 at warwick dot ac dot uk

Office: MB 3.14

Mail address: Department of Statistics, University of Warwick, CV4 7AL, Coventry, UK