Kun Gao

Department of Mathematics, University of Chicago

kungao@math.uchicago.edu

Stevanovich Student Fellow 2011. As a third-year PhD student, Kun Gao had already co-authored  a definitive paper on model-free asymptotics of implied volatility — a tour de force of analysis, which unified  multiple lines of previous research into extreme-regime asymptotics. Kun Gao received his Ph.D. in Summer 2012. He now works in the private sector.