个人信息Personal Information
教授
电子邮箱：
联系方式：86-551-63607294
学位：博士
- Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets, Romanian Statistical Review, 2015, 63(1): 57-70.
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment, Journal of Systems Science and Complexity--English Series, 2015, 28(1): 144-155.
- Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process, Journal of Systems Science and Complexity--English Series, 2015, 28(6): 1412-1425.
- Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise, Acta Applicandae Mathematicae, 2015, 139(1): 59-80.
- Pricing convertible bonds and change of probability measure, Journal of Systems Science and Complexity--English Series, 2013, 26(6): 968-977.
- Dynamic Valuation of Options on Non-traded Assets and Trading Strategies, Journal of Systems Science and Complexity--English Series, 2013, 26: 991-1001.
- Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions, Acta Mathematicae Applicatae Sinica, 2013, 29(2): 329-354.
- Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion, Abstract and Applied Analysis, 2013, 2013: 1-11.
- Pricing Barrier Options under Stochastic Volatility Framework, Journal of Systems Science and Complexity--English Series, 2013, 26(4): 609-618.
- Testing for differentially-expressed microRNAs with errors-in-variables nonparametric regression, PLoS ONE, 2012, 7(5): 1-12.
- Survival Probability in A Risk Model Under Heavy-tailed Claims, Acta Mathematicae Applicatae Sinica, 2012, 35(5): 817-828.
- Resource Allocation Optimization Problem on the Population Growth, Applied Mechanics and Materials, 2013, 291(294): 1507-1513.
- Maximizing The Probability Of A Perfect Hedge In The Case Of Stochastic Interest Rate, American Journal of Mathematical and Management Sciences, 2010, 30(1): 179-196.
- 基于状态相依风险厌恶的最优动态协整配对交易策略, 中国科学技术大学学报, 2019, 49(8): 655-667.
- 基于LSTM神经网络的黑色金属期货套利策略模型, 中国科学技术大学学报, 2018, (2): 125-132.