Wenli Zhu

发表

Stability analysis of stochastic delayed cellular neural networks by LMI approach

Wenli Zhu, Jin Hu, Wenli Zhu, 2006 .

Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method

Shuang Li, Xinfeng Ruan, Wenli Zhu, 2013 .

Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process

Xinfeng Ruan, Wenli Zhu, 2017, Computational Economics.

Equilibrium Asset and Option Pricing under Jump-Diffusion Model with Stochastic Volatility

Shuang Li, Xinfeng Ruan, Wenli Zhu, 2013 .

Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance

Wenli Zhu, Zisha Zhang, 2015 .

Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums

Jin E. Zhang, Xinfeng Ruan, Wenli Zhu, 2016 .

Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process

Xinfeng Ruan, Wenli Zhu, 2017, Computational Economics.

Optimal portfolio and consumption with habit formation in a jump diffusion market

Wenli Zhu, Xinfeng Ruan, Jin Hu, 2013, Appl. Math. Comput..

Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market

Wenli Zhu, Xinfeng Ruan, Jiexiang Huang, 2013, J. Appl. Math..

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity

Wenli Zhu, Xinfeng Ruan, Jiexiang Huang, 2014, J. Comput. Appl. Math..