Investment, Consumption and Pricing in Constrained and Unbounded Markets

Ying Hu is a Professor at Institut de Recherche Mathematique de Rennes, Universite de Rennes. He held a postdoctoral position at Aix Marseille Universite and as a lecturer at Lyon 1 Universite, Universite Clermont Auvergne, and Ecole Polytechnique Federale de Lausanne before joining Universite de Rennes in 1997. Gechun Liang is a Reader in the Department of Statistics at the University of Warwick. He was a postdoctoral fellow at the Oxford-Man Institute of Quantitative Finance 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 professor at Aix Marseille Universite, a Croucher scholar, an Alexander von Humboldt research fellow at Konstanz Universitaet, and a World Class University Invited Professor at Ajou University. He was elected a SIAM fellow in October 2021.