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Ñо¿ÂÛÎÄFINANCE1.Profitabilityofreversalstrategies:AmodifiedversionoftheCarhartmodelinChina,withW.Zhang,G.Wang,X.XiongandX.Lei,EconomicModelling,forthcoming,2017.2.TheValuationofExecutiveStockOptionsunderGARCHModels,?withZ.SuandG.Xu,ProbabilityintheEngineeringandInformationalSciences,forthcoming,2017.3.PricingVulnerableEuropeanOptionswithStochasticCorrelation,ProbabilityintheEngineeringandInformationalSciences,forthcoming,2017.4.TheValuationofPowerExchangeOptionswithCounterpartyRiskandJumpRisk£¬withS.SongandY.Wang,JournalofFuturesMarkets,37,499-521,2017.5.PricingVulnerableOptionswithStochasticVolatility£¬withG.WangandK.Zhou,PhysicaA:StatisticalMechanicsanditsApplications,485,91-103,2017.6.PricingVulnerableAmericanPutOptionsunderJump-DiffusionProcesses,withG.WangandZ.Liu,ProbabilityintheEngineeringandInformationalSciences,31,121-138,2017.7.DifferencesinthePricesofVulnerableOptionswithDifferentCounterparties,JournalofFuturesMarkets,37,148-163,2017.8.AnalyticalValuationofVulnerableOptionsinaDiscrete-TimeFramework,ProbabilityintheEngineeringandInformationalSciences,?31,100-120,2017.9.CatastropheEquityPutOptionswithTargetVariance,InsuranceMathematicsandEconomics,71,79-86,2016.10.PricingVulnerableOptionswithStochasticDefaultBarriers,FinanceResearchLetters,19,305-313,2016.11.PricingPowerExchangeOptionswithCorrelatedJumpRisk,FinanceResearchLetters,19,90-97,2016.12.ThePricingofCatastropheEquityPutOptionswithDefaultRisk£¬InternationalReviewofFinance,16,181-201,2016.13.HedgingStrategiesforVolatilitySwaps,withJ.Fu,G.WangandY.Wang,FinanceResearchLetters,15,125-132,2015.14.PricingVulnerableOptionswithCorrelatedCreditRiskunderJump-DiffusionProcesses,withL.Tian,G.WangandY.Wang,JournalofFuturesMarkets,34,957-979,2014.15.HedgingStrategiesforDiscretelyMonitoredAsianOptionsunderLevyProcesses,withY.Wang,JournalofIndustrialandManagementOptimization,10,1209-1224,2014.16.RareShock,Two-FactorStochasticVolatilityandCurrencyOptionPricing,withG.WangandY.Wang,?AppliedMathematicalFinance,21,32-50,2014.17.Variance-OptimalHedgingforTargetVolatilityOptions,withY.Wang,JournalofIndustrialandManagementOptimization,10,207-218,2014.18.CreditSpreads,EndogenousBankruptcyandLiquidityRisk,withJ.FuandY.Wang,ComputationalManagementScience,9,515-530,2012.?STOCHASTICPROCESSES19.LongtimestabilityofnonlocalstochasticKuramoto-Sivashinskyequationwithjumpnoises,withG.WangandG.Xu,StatisticsandProbabilityLetters,127,23-32,2017.20.LongTimeBehaviorforNonlocalStochasticKuramoto-SivashinskyEquations,withG.WangandY.Wang,StatisticsandProbabilityLetters,87,54-60,2014.21.StochasticWaveEquationofPureJumps:Existence,UniquenessandInvariantMeasures,withY.JiangandY.Wang,NonlinearAnalysisSeriesA:Theory,MethodsandApplications,75,5123-5138,2012.22.OnaStochasticHeatEquationwithFirstOrderFractionalNoiseandApplicationstoFinance,withY.JiangandY.Wang,JournalofMathematicalAnalysisandApplications,396,656-669,2012.»ù½ðÏîÄ¿Ö÷³Ö¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÇàÄêÏîÄ¿£ºËæ»ú²¨¶¯ÂÊÄ£ÐÍϳ¡ÍâÆÚȨµÄ¶¨¼ÛºÍ¶Ô³å²ßÂÔÑо¿£¬2018Äê1ÔÂÖÁ2020Äê12Ô¡£¶ÔÍâ¾­¼ÃóÒ×´óѧ¡°»ÝÔ°ÓÅÐãÇàÄêѧÕß¡±£¬¶à×ʲúÆÚȨµÄ¶¨¼ÛºÍ¶Ô³å²ßÂÔÑо¿£¬2017Äê1ÔÂÖÁ2019Äê12Ô¡£¶ÔÍâ¾­¼ÃóÒ×´óѧÇàÄêÏîÄ¿£º¹ÍÔ±¹ÉƱÆÚȨ¼¤ÀøЧӦ¼°·ÑÓû¯ÎÊÌâÑо¿£¬2017Äê1ÔÂÖÁ2018Äê12Ô¡£¶ÔÍâ¾­¼ÃóÒ×´óѧнø½ÌʦÏîÄ¿£º¶ÔÊÖÎ¥Ô¼·çÏÕ¶Ô½ðÈÚÑÜÉú²úÆ·¼Û¸ñµÄÓ°Ï죬2015Äê1ÔÂÖÁ2016Äê12Ô¡£½ÌÓý²¿²©Ê¿Ñо¿ÉúѧÊõÐÂÈ˽±ÏîÄ¿£º×ÔÑ¡Ì⣬2013Äê1ÔÂÖÁ2013Äê12Ô¡£?²ÎÓë¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÇàÄêÏîÄ¿£º¼¸ÀàµäÐÍ˫б¹ý³ÌµÄÐÔÖʼ°ÆäÔÚ½ðÈÚÑÜÉúÆ·¶¨¼ÛÖеÄÓ¦Óã¬2018Äê1ÔÂÖÁ2020Äê12Ô¡£¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÃæÉÏÏîÄ¿£º¼¸ÀàÏàÒÀ·çÏÕÄ£ÐÍϵÄ×ʲú¶¨¼ÛÓëËæ»ú¿ØÖÆÎÊÌâÑо¿£¬2017Äê1ÔÂÖÁ2020Äê12Ô¡£¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÇàÄêÏîÄ¿£º»ùÓÚÉú²úÒªËØά¶ÈÀ©Õ¹µÄ¼¼Êõ±ä»¯¶Ô²úÒµ½á¹¹ÑݽøµÄÓ°ÏìÑо¿,2017Äê1ÔÂÖÁ2019Äê12Ô¡£½ÌÓý²¿ÈËÎÄÉç¿ÆÑо¿ÏîÄ¿£º½ðÈÚËØÑø¡¢Àí²ÆÄÜÁ¦ÓëÏû·ÑÕßÀí²ÆÂúÒâ¶ÈÑо¿,2016Äê7ÔÂÖÁ2019Äê7Ô¡£¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÇàÄêÏîÄ¿£º¶àά¶¯Ì¬Ï½Çø¾ºÕù¼°Ë°ÊÕЭµ÷¿ÉÐÐÐÔÑо¿£¬2016Äê1ÔÂÖÁ2018Äê12Ô¡£¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÃæÉÏÏîÄ¿£ºµäÐÍÀàËæ»ú¹ý³ÌµÄÏÖ´úÀíÂÛÑо¿¼°ÆäÔÚÐÅÓ÷çÏÕÑо¿ÖеÄÓ¦ÓÃ,2013Äê1ÔÂÖÁ2016Äê12Ô¡£¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðÇàÄêÏîÄ¿£º¼¸ÀàÔëÉùÇý¶¯µÄSPDE¼°ÆäÓ¦ÓÃ,2012Äê1ÔÂÖÁ2014Äê12Ô¡£