Choi, Jin Hyuk (최진혁)

Department

Department of Mathematical Sciences(수리과학과)

Website

https://sites.google.com/site/gubukhyuk/home

Lab

Mathematical Finance Lab. (금융수학 연구실)

Research Keywords

금융수학, 확률론적 최적화, 확률론, Financial Mathematics, Stochastic Control

Research Interests

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.