Employment
Education
Preprints
 A TimeInconsistent Dynkin Game: from Intrapersonal to Interpersonal Equilibria, (with YuJui Huang). [ArXiv]
 Optimal Relative Performance Criteria in Mean Field Contribution Games. [SSRN]
 Singular Perturbation of ZeroSum LinearQuadratic Stochastic Differential Games,
(with Beniamin Goldys and James Yang). [ArXiv]
 Multiscale LinearQuadratic Stochastic Optimal Control with Multiplicative Noise, (with Beniamin Goldys, Gianmario Tessitore and James Yang). [ArXiv]
 Teamwise Mean Field Competitions, (with Xiang Yu and Yuchong Zhang). [ArXiv][SSRN]
 Robust No Arbitrage and the Solvability of Vectorvalued Utility Maximization Problems, (with Andreas Hamel and Birgit Rudloff). [ArXiv][SSRN]
 Nonzerosum Stopping Games in Discrete Time. [ArXiv][SSRN]
 Nonzerosum Stopping Games in Continuous Time. [ArXiv][SSRN]
Publications
 Optimal Bookmaking, (with Matt Lorig and Bin Zou), to appear in European Journal of Operational Research. [ArXiv][SSRN]
 Utility Maximization When Shorting American Options, SIAM Journal on Financial Mathematics, 12(1), 4778, 2021. [SSRN][Article]
 Equilibria Concepts for TimeInconsistent Stopping Problems in Continuous Time, (with Erhan Bayraktar and Jingjie Zhang), Mathematical Finance, 31(1), 508530, 2021. [ArXiv][SSRN][Article]
 Strong and Weak Equilibria for TimeInconsistent Stochastic Control in Continuous
Time, (with YuJui Huang), Mathematics of Operations Research, published online (December 2020). [ArXiv][Article]
 Transport Plans with Domain Constraints, (with Erhan Bayraktar and Xin Zhang), Applied Mathematics and Optimization, published online (March 2020). [ArXiv][SSRN][Article]
 Optimal Equilibrium Barrier Strategies for TimeInconsistent Dividend Problems in Discrete Time, (with Zhuo Jin), Insurance: Mathematics and Economics, Vol 94, 100108, 2020. [SSRN][Article]
 Optimal Equilibria for TimeInconsistent Stopping Problems in Continuous Time, (with
YuJui Huang), Mathematical Finance, Vol. 30, No. 3, 11031134, 2020.
[ArXiv][Article]
 Time Consistent Stopping for the MeanStandard Deviation Problem ? the Discrete Time Case, (with Erhan Bayraktar and Jingjie Zhang), SIAM Journal on Financial Mathematics, 10(3), 667697, 2019. [SSRN][Article]
 A Mathematical Analysis of Technical Analysis, (with Matt Lorig and Bin Zou), Applied Mathematical Finance, 26 (1), 3869, 2019. [ArXiv][SSRN][Article]
 Noarbitrage and Hedging with Liquid American Options, (with Erhan Bayraktar), Mathematics of Operations Research, 44 (2), 468486, 2019. [ArXiv][SSRN][Article]
 Optimal Equilibrium for TimeInconsistent Stopping Problems  the DiscreteTime
Case, (with YuJui Huang), SIAM Journal on Control and Optimization, 57 (1), 590609, 2019. [ArXiv][Article]
 On Zerosum Optimal Stopping Games, (with Erhan Bayraktar), Applied Mathematics and Optimization, 78 (3), 457468, 2018. [ArXiv][SSRN][Article]
 On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints, (with Erhan Bayraktar), Mathematical Finance, Vol 27, No. 4, 9881012, 2017.
[ArXiv][SSRN][Article]
 Superhedging American Options with Semistatic Trading Strategies under Model Uncertainty, (with Erhan Bayraktar), International Journal of Theoretical and Applied Finance, 20 (6), 10 pages, 2017. [ArXiv][SSRN][Article]
 Arbitrage, Hedging and Utility Maximization Using Semistatic Trading Strategies with American Options, (with Erhan Bayraktar), Annals of Applied Probability, 2016, 26 (6), 35313558. [ArXiv][SSRN][Article]
 On an Optimal Stopping Problem of an Insider, (with Erhan Bayraktar), Theory of Probability and Its Applications, 61 (1), 181186, 2016. [ArXiv][SSRN][Article]
 On a Stopping Game in Continuous Time, (with Erhan Bayraktar), Proceedings of the AMS, 144 (8), 35893596, 2016. [ArXiv][Article]
 On Hedging American Options under Model Uncertainty, (with Erhan Bayraktar and YuJui Huang), SIAM Journal on Financial Mathematics (SIFIN), 6(1), 425447, 2015. [ArXiv][SSRN][Article]
 A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty, (with Erhan Bayraktar and Yuchong Zhang), Risks, 2(4), 425433, 2014.
[ArXiv][SSRN][Article]
 On Controllerstopper Problems with Jumps and Their Applications to Indifference Pricing of American Options, (with Erhan Bayraktar), SIAM Journal on Financial Mathematics, 5(1), 2049, 2014.
[ArXiv][SSRN][Article]
Presentations
 Seminar in Financial Mathematics, National University of Singapore (online), September 30, 2020.
 Invited speaker at the 2nd International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance, January 610, 2020.
 AustMS Conference, Monash University, December 36, 2019.
 Centre of Financial Mathematics Seminar Series, University of Wollongong, November 13, 2019.
 Invited speaker at the 7th Asian Quantitative Finance Conference, July 25, 2019.
 Minisymposium speaker at the SIAM Conference on Financial Mathematics and Engineering, June 47, 2019.
 School Seminar Series, School of Risk and Actuarial Studies, University of New South Wales, May 3, 2019.
 Stochastics and Finance Seminar, School of Mathematics and Statistics, University of Sydney, March 12 and 26, 2019.
 ANZIAM Conference, Nelson, New Zealand, February 37, 2019.
 The Quantitative Methods in Finance Conference, University of Technology Sydney,
December 1114, 2018.
 Centre of Financial Mathematics Seminar Series, University of Wollongong, April 19, 2018.
 Financial Mathematics Seminar, School of Mathematics and Statistics, University of Sydney, April 10, 2018.
 Actuarial Science Seminar, Department of Mathematics, University of Connecticut, October 17, 2017.
 Financial/Actuarial Mathematics Seminar, University of Michigan, October 4, 2017.
 Stochastics Seminar, University of Colorado Boulder, April 27, 2017.
 Probability Seminar, University of Minnesota, March 31, 2017.
 Department of Mathematics, Shanghai Jiao Tong University, February 16, 2017.
 School of Mathematics and Statistics, University of Sydney, February 1. 2017.
 Department of Mathematics, University of Kentucky, January 17, 2017.
 Invited speaker at the conference on Stochastic Analysis in Finance and Insurance, University of Michigan, June 610, 2016.
 MCFAM Seminar, School of Mathematics, University of Minnesota, April 8, 2016.
 Departmental Seminar Series, Department of Statistical Sciences, University of Toronto, February 11, 2016.
 Department Seminar, Department of Statistics and Actuarial Science, University of Waterloo, January 21, 2016.
 IMA Postdoc Seminar, University of Minnesota, December 14, 2015.
 AMS MRC workshop in Financial Mathematics, Snowbird Resort, Utah, June 1420, 2015.
 Stochastic Portfolio Theory and related topics, Columbia University, May 8 and 9, 2015.
 Financial/Actuarial Mathematics Seminar, University of Michigan, April 1, 2015.
 Financial/Actuarial Mathematics Seminar, University of Michigan, December 10, 2014.
 Minisymposium speaker at the SIAM Conference on Financial Mathematics and Engineering, November 1315, 2014.
 Financial/Actuarial Mathematics Seminar, University of Michigan, March 26, 2014.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, January 29, 2014.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, December 10, 2012.
Teaching

University of Sydney:
 Math 4511 Arbitrage Pricing in Continuous Time, Semester 1, 2020, 2021.
 Fmat 3888 Projects in Financial Mathematics, Semester 2, 2019, 2020.
 SCDL1991 Science Dalyell Showcase, Semester 2, 2018.
 Math 2070/2970 Optimization and Financial Mathematics, Semester 2, 2018.
 Math 1014 Introduction to Linear Algebra, Semester 2, 2018, 2019.

University of Minnesota:
 Math 4997 Independent Study, Spring 2017.
 Math 5651 Basic Theory of Probability and Statistics, Fall 2016.

University of Michigan:
 Math 526 Stochastic Processes, Fall 2017.
 Math 216 Calculus IV, Fall 2014.
 Math 215 Calculus III, Fall 2012.
 Math 115 Calculus I, Winter 2012.
 Math 105 Precalculus, Fall 2011.
Miscellaneous
