Employment
Education
Publications
 Arbitrage, Hedging and Utility Maximization Using Semistatic Trading Strategies with American Options, (with Erhan Bayraktar), to appear in Annals of Applied Probability. [ArXiv][SSRN]
 On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints, (with Erhan Bayraktar), to appear in Mathematical Finance.
[ArXiv][SSRN]
 On an Optimal Stopping Problem of an Insider, (with Erhan Bayraktar), Theory of Probability and Its Applications, 61 (1), 181186, 2016. [ArXiv][SSRN][Article]
 On a Stopping Game in Continuous Time, (with Erhan Bayraktar), Proceedings of the AMS, 144 (8), 35893596, 2016. [ArXiv][Article]
 On Hedging American Options under Model Uncertainty, (with Erhan Bayraktar and YuJui Huang), SIAM Journal on Financial Mathematics (SIFIN), 6(1), 425447, 2015. [ArXiv][SSRN][Article]
 A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty, (with Erhan Bayraktar and Yuchong Zhang), Risks, 2(4), 425433, 2014.
[ArXiv][SSRN][Article]
 On Controllerstopper Problems with Jumps and Their Applications to Indifference Pricing of American Options, (with Erhan Bayraktar), SIAM Journal on Financial Mathematics, 5(1), 2049, 2014.
[ArXiv][SSRN][Article]
Preprints
 Noarbitrage and Hedging with Liquid American Options, (with Erhan Bayraktar), 2016.
[ArXiv][SSRN]
 Superhedging American Options with Semistatic Trading Strategies under Model Uncertainty, (with Erhan Bayraktar), 2016.
[ArXiv][SSRN]
 Nonzerosum Stopping Games in Discrete Time, 2015. [ArXiv][SSRN]
 Nonzerosum Stopping Games in Continuous Time, 2015. [ArXiv][SSRN]
 On Zerosum Optimal Stopping Games, (with Erhan Bayraktar), 2014. [ArXiv][SSRN]
Presentations
 Invited speaker at the conference on Stochastic Analysis in Finance and Insurance, University of Michigan, June 610, 2016.
 MCFAM Seminar, School of Mathematics, University of Minnesota, April 8, 2016.
 Departmental Seminar Series, Department of Statistical Sciences, University of Toronto, February 11, 2016.
 Department Seminar, Department of Statistics and Actuarial Science, University of Waterloo, January 21, 2016.
 IMA Postdoc Seminar, University of Minnesota, December 14, 2015.
 AMS MRC workshop in Financial Mathematics, Snowbird Resort, Utah, June 1420, 2015.
 Stochastic Portfolio Theory and related topics, Columbia University, May 8 and 9, 2015.
 Financial/Actuarial Mathematics Seminar, University of Michigan, April 1, 2015.
 Financial/Actuarial Mathematics Seminar, University of Michigan, December 10, 2014.
 Minisymposium speaker at the SIAM Conference on Financial Mathematics and Engineering, November 1315, 2014.
 Financial/Actuarial Mathematics Seminar, University of Michigan, March 26, 2014.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, January 29, 2014.
 Financial/Actuarial
Mathematics Seminar, University of Michigan, December 10, 2012.
Teaching

University of Minnesota:
 Math 5651 Basic Theory of Probability and Statistics (Fall 2016).

University of Michigan:
 Math
216 Calculus IV (Fall 2014).
 Math
215 Calculus III (Fall 2012).
 Math
115 Calculus I (Winter 2012).
 Math 105 Precalculus (Fall 2011).
Miscellaneous
