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
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)
Temporal and spatial turnpikes in Ito-diffusion markets under forward performance criteria
(with T. Geng)
Mean field and n-player games in Ito-diffusion markets under forward performance criteria
