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[Chinese version] | |
CV |
2001-2006 Shandong University, Master and Doctor |
| 2006- Shandong University, lecturer |
Research interest |
Theory of Backward Stochastic Differential Equations(BSDEs) |
| Numerical Computation of BSDEs and PDEs |
| Estimation of BSDEs |
Working Papers |
2006 Doctorial dissertation (pdf): |
| 1) BSDE, Nonlinear Expectations and Risk Measures. |
| 2) Nonparametric Estimation of BSDE(with Li Yang). This is the first article about Estimation of BSDEs. |
| 3) Robust Option Pricing Model. |
| 4) Numerical Computation of G-expectations(HJB equations). |
| 2008 Numerical Computations for Backward Doubly SDEs and SPDEs (arXiv:0805.4662 [ pdf ] ) |
| 2008 Numerical Computation Examples for Backward Doubly SDEs (pdf) |