Apr, 2026	Our work “Vulnerable European and American options in a hazard-process model” is published by Finance and Stochastics (Vol. 30, Issue 2)
Apr, 2026	Our work “Cross-Currency Basis Swaps Referencing Backward-Looking Rates” is published by SIAM Journal on Financial Mathematics
Mar, 2026	Our new preprint “Choice of Collateral Currency in Differential Swaps” is now available on arXiv
Aug, 2025	Our work “Pairs trading: An optimal selling rule with constraints” is published online by Communications in Mathematical Sciences
Jul, 2025	Our work “Optimal Information Disclosure In A Stackelberg Game” is accessible online
Jul, 2025	Officially started the Lecturer role at Math & Stats School @ UNSW.
May, 2025	Our work “Vulnerable European and American options in a market model with optional hazard process” is accepted by Finance and Stochastics
Feb, 2025	Our work “Data-Driven interval robust optimization method of VPP Bidding strategy in spot market under multiple uncertainties” is published by Applied Energy
Apr, 2022