Gechun Liang

Gechun Liang is a Reader in the Department of Statistics at the University of Warwick, a position equivalent to Associate Professor. He has previously held academic roles as Associate Professor at the University of Warwick, Lecturer at King’s College London, and Postdoctoral Research Fellow at the Oxford-Man Institute of Quantitative Finance. He earned his D.Phil. in Mathematics from Oxford University in 2011.

His research focuses on mathematical finance and stochastic control, with particular emphasis on:

• Stochastic control and backward stochastic differential equations (BSDEs)
• Optimal stopping and free boundary problems
• Viscosity solutions and numerical methods
• Optimal investment and forward performance processes
• Credit and funding liquidity risks

His recent publications span top journals in applied mathematics and financial engineering, demonstrating a strong trend in robust mathematical modeling under uncertainty, ergodic control, and forward performance criteria. The research integrates deep analytical techniques with financial applications, particularly in risk management and dynamic portfolio optimization.

He has been recognized with prestigious fellowships:

• FRIAS Senior Fellow, Freiburg Institute for Advanced Studies (2018–2019)
• Marie Curie Fellow, University of Freiburg (2018–2019)

Gechun Liang actively collaborates with leading researchers in mathematical finance and has contributed to both theoretical advances and practical financial modeling. His work includes studies on convertible bonds, liquidity constraints, and robust central limit theorems under sublinear expectations. While no formal advising or grant information is listed, his extensive publication record and international collaborations suggest a significant research leadership role. He is based in the Department of Statistics at the University of Warwick, contributing to a vibrant academic environment in quantitative finance and stochastic analysis.