Investment, Consumption, and Pricing in Constrained and Unbounded Markets

Ying Hu is a Professor at Institut de Recherche Mathématique de Rennes, Université de Rennes. He held a postdoctoral position at Aix Marseille Université and served as a lecturer at Lyon 1 Université, Université Clermont Auvergne, and École Polytechnique Fédérale de Lausanne before joining Université de Rennes in 1997.

Gechun Liang is a Professor in the Department of Statistics at the University of Warwick. He was a postdoctoral fellow at the Oxford-Man Institute of Quantitative Finance, a lecturer at King’s College London, and a senior fellow and Marie Curie fellow at the Freiburg Institute for Advanced Studies at the University of Freiburg.

Shanjian Tang is a Professor at Fudan University. He was a visiting associate professor at Aix Marseille Université, a Croucher scholar at the Hong Kong Polytechnic University, an Alexander von Humboldt research fellow at Konstanz Universitaet, and a World Class University Invited Professor at Ajou University. He was elected a Chinese SIAM fellow in October 2021.