ZHANG, Jiacheng 張嘉成
| Position | Assistant Professor |
| jiachengzhang [at] cuhk.edu.hk | |
| Phone Number | 3943 1600 |
| Fax Number | 2603 5188 |
| Address | LSB 128 |
| Homepage | https://www.sta.cuhk.edu.hk/jiachengzh/ |
Academic Background
Ph.D., Operations Research and Financial Engineering, Princeton University (Supervisor: Mykhaylo Shkolnikov and Professor Daniel Lacker)
B.Sc., Pure and Applied Mathematics, Tsinghua University
Research Interest
Publication
- Monter, S., Shkolnikov, M. and Zhang, J. (2019) Dynamics of observables in rank-based models and performance of functionally generated portfolios, The Annals of Applied Probability, 29, 2849-2883.
- Lacker, D., Shkolnikov, M. and Zhang, J. (2019) Inverting the Markovian projection, with an application to local stochastic volatility models, The Annals of Probability, 48, 2189-2211.
Honours and Awards
- School of Engineering and Applied Science Award for Excellence at Princeton University (2021)