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Mathematical Sciences / 수리과학과
Jin Hyuk Choi 최진혁
Mathematical Sciences / 수리과학과
+82-52-217-3053
jchoi@unist.ac.kr
https://sites.google.com/site/gubukhyuk/home
Bldg. 108 Rm. 301-3(Office)
Curriculum Vitae
(2021.3~present) Associate Professor, Dept. of Mathematical Sciences, UNIST
(2016.8~2022.2) Assistant Professor, Dept. of Mathematical Sciences, UNIST
(2015.6~2016.7) Visiting Assistant Professor, Dept. of Information, Risk, and Operation Management, University of Texas at Austin
(2012.9~2015.5) Postdoctoral Associate, Dept. of Mathematical Sciences, Carnegie Mellon University
Academic Credential
(2012.8) Ph.D. in Mathematics, University of Texas at Austin
(2005.2) B.S. in Mathematics, KAIST
My research interests include mathematical finance, stochastic control, and applied probability theory. I am particularly interested in the utility maximization problems originating from economics, and the characterization of the market equilibrium among the financial agents who optimize their strategies.
Major research field
Mathematical Finance, Stochastic Control
Desired field of research
Mathematical Finance, Stochastic Control
Research Keywords and Topics
Financial Mathematics
Stochastic Control
Research Publications
MOREMathematical Finance, Optimal investment/consumption with liquid and illiquid assets, Choi, J. (2020)
Journal of Financial Economics, Information and trading targets in a dynamic market equilibrium, Choi, J. et al. (2019)
Finance and Stochastics, Taylor approximation of incomplete Radner equilibrium models, Choi, J. and Larsen, K. (2015)
국가과학기술표준분류
- NA. 수학
- NA05. 응용수학
- NA0505. 금융수학
