I am currently a second 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.
- Dynkin games with Poisson random intervention times, (with Gechun Liang), arXiv:1803.00329.
Seminar and Reading Group
I make regular attendence at the following seminars and reading groups:
- 2017-2018, term 2: ST202 - Stochastic Processes
Last modification: March 6th, 2018
Haodong Sun (孙浩东)
Email: h dot sun dot 9 at warwick dot ac dot uk
Office: C1.02, Zeeman Building
Mail address: Department of Statistics, University of Warwick, CV4 7AL, Coventry, UK