Chong Liu

I am a PhD Student of Josef Teichmann at ETH Zurich.
My current research interests are focused on Rough path theory, Regularity structures and their (maybe possible) applications in mathematical finance . I'm also interested in semimartingale theory and (semi)martingale optimal transport. You can find my CV here.

  • Publications

    Compactness criterion for semimartingale laws and semimartingale optimal transport, to appear in Transactions of the AMS, With A. Neufeld.
    Examples of Ito cadlag rough paths, to appear in Proceedings of the AMS, With D. Prömel.

  • Education

    02.2015 --:   Ph.D student in Mathematics, ETH Zürich
    09.2012 -- 12.2014:   Master in Applied Mathematics, ETH Zürich
    10.2009 -- 08.2012:   Bachelor in Mathematics, Univeristy Freiburg

  • Some links

    Insurance Mathematics and Stochastic Finance Group at ETH Zürich
    ETH Department of Math
    Zurich Graduate School in Mathematics