Lab directory
Kim, Donghan
Kim, Donghan
KAIST · Mathematical Sciences
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Professor
Prof. 김동한
Professor's page · publicationsAbout
금융수학과 확률해석을 연구하며, 확률 포트폴리오 이론(stochastic portfolio theory)과 상호작용하는 확산과정을 다룬다. 시장 모형과 자산 가격의 장기적 거동을 확률론적으로 분석한다.
Research keywords
Mathematical FinanceStochastic Analysis
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