Presidential Chair in Mathematics
V.F. Neuhaus Centennial Professor
Department of Mathematics, College of Natural Sciences
Department of Information, Risk, and Operations Management
Red McCombs School of Business | The University of Texas at Austin
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![Welcome](header/welcome.png)
Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized
certainty equivalent
(with G. Liang and Y. Sun)
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
(with R. Xu and L. Zhang)
Mean field and n-player games in Ito-diffusion markets under forward performance criteria
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