• 2018-present, Assistant Professor, ShanghaiTech University
• 2011.9 - 2016.5, PhD in Mathematics. University of British Columbia, Vancouver, Canada
• 1998.3 - 2006.2, BSc in Mathematics. Yonsei University, Seoul, Korea
My research focuses on the Optimal Transport (OT), Martingale Optimal Transport (MOT) and Skorokhod Embedding Problem (SEP) in multi-dimensions. MOT and its connection to SEP was inspired by the mathematical finance community and is now one of the most active research areas in probability and mathematical finance.
• Optimal Brownian Stopping between radially symmetric marginals in general dimensions, with Nassif Ghoussoub and Young-Heon Kim. http://arxiv.org/abs/1711.02784 (Nov 2017).
• Multi-martingale optimal transport. https://arxiv.org/abs/1611.01496 (2017).
Office: S415, School of Creativity & Arts