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I am Zhipeng Huang, a PhD student at the Mathematical Institute of Utrecht University in the Netherlands.

Before starting my PhD study in the Netherlands, I worked at the School of Science and Engineering and the School of Data Science at The Chinese University of Hong Kong, Shenzhen (CUHK-SZ) from 2018 to 2022. I received my MSc in Financial Engineering from CUHK-SZ in 2018, and before CUHK-SZ, I got my bachelor’s degree in Economics at Guangzhou University.

I am interested in stochastic modelling, computational methods, and their application in financial engineering. My supervisor is Prof. Kees Oosterlee, and currently, we are working on developing numerical methods for (time-inconsistent) stochastic control problems.