Ruyi Liu-homepage

Lecturer, School of Math & Stats , UNSW Sydney

Email: ruyi.liu2@unsw.edu.au

My research interests:

• Stochastic Control (Game)
• (Backward) Stochastic Differential Equations
• and their Applications in real-world markets

My research focuses on stochastic control and (backward) stochastic differential equations (BSDEs/FBSDEs), with applications to real-world markets—including finance, commodities, and electricity systems. I develop analytical frameworks to solve optimal stopping/control problems, particularly those involving stock trading strategies and financial derivatives pricing under market/hazard risks. Additionally, I also investigated the existence, uniqueness, and regularity for complex BSDEs/FBSDEs arising in the topics above.

If you have any questions regarding my research or want to collaborate feel free to contact me anytime. I am looking for highly motivated students, feel free to drop me an email with your CV.

Employment

University of New South Wales, Sydney
Lecturer, School of Mathematics and Statistics, 2025-

Hong Kong Polytechnic University
Resaerch Fellow, Stochastic control/stopping problems, 2024-2025

The University of Sydney
Postdoc, Vulnerable option pricing and related BSDEs ,2021-2024

Education

Shandong University
PhD, Financial Mathematics, 2020
BSc, Mathematics & Statistics, 2014