최진혁
Choi, Jin Hyuk

최진혁

Department of Mathematical Sciences(수리과학과)

  • Mathematical Finance Lab.
  • Website
Research Interests
Financial Mathematics;Stochastic Control;금융수학;확률론적 최적화;확률론
Lab Description
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.

Choi, Jin HyukDuraj, JetlirWeston, Kim

Article Issue Date2024-03 View29

Choi, Jin HyukHan, Kookyoung

Article Issue Date2023-09 View22

Gang, Tae UngChoi, Jin Hyuk

Article Issue Date2023-08 View21

Choi, Jin HyukKwon, HeeyoungLarsen, Kasper

Article Issue Date2023-06 View23

Chen, XiaoChoi, Jin HyukLarsen, KasperSeppi, Duane J.

Article Issue Date2023-04 View31

Han, KookyoungChoi, Jin HyukChoi, YunsikLee, Gene MooWhinston, Andrew B.

Article Issue Date2023-03 View23

Choi, Jin HyukWeston, Kim

Article Issue Date2022-10 View16

Choi, Jin HyukHan, Kookyoung

Article Issue Date2022-04 View25

Choi, Jin HyukLarsen, KasperSeppi, Duane

Article Issue Date2021-03 View17

Choi, Jin HyukHan, Kookyoung

Article Issue Date2020-10 View22

Choi, Jin Hyuk

Article Issue Date2020-04 View24

Choi, Jin HyukLarsen, KasperSeppi, Duane J.

Article Issue Date2019-06 View21

Choi, Jin HyukLarsen, Kasper

Article Issue Date2015-07 View26

Choi, Jin Hyuk

Article Issue Date2014-09 View21

Choi, Jin HyukSirbu, MihaiZitkovic, Gordan

Article Issue Date2013 View23
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