Wenli Zhu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility Abstract and Applied Analysis	2019-08-16	Paper
Exponential stability of stochastic systems with delay and Poisson jumps Mathematical Problems in Engineering	2019-02-08	Paper
Exponential stability of stochastic differential equation with mixed delay Journal of Applied Mathematics	2019-02-01	Paper
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity Journal of Applied Mathematics	2018-10-10	Paper
Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market Journal of Applied Mathematics	2018-10-10	Paper
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market Applied Mathematics and Computation	2018-06-22	Paper
Verification theorem of stochastic optimal control with mixed delay and applications to finance Asian Journal of Control	2016-06-17	Paper
Optimal portfolio and consumption with habit formation in a jump diffusion market Applied Mathematics and Computation	2016-01-25	Paper
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method Mathematical Problems in Engineering	2014-10-13	Paper
Exponential stability of stochastic nonlinear dynamical price system with delay Mathematical Problems in Engineering	2014-10-13	Paper
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity Journal of Computational and Applied Mathematics	2014-07-17	Paper
scientific article; zbMATH DE number 6165460 (Why is no real title available?)	2013-05-24	Paper
Integral input-to-state stability of nonlinear control systems with delays Chaos, Solitons and Fractals	2008-01-30	Paper
Stability analysis of stochastic delayed cellular neural networks by LMI approach Chaos, Solitons and Fractals	2006-08-04	Paper
Stability analysis of a periodic solution of time-delay Hopfield neural networks with variable coefficients	2006-06-14	Paper
A complete expression of the asymptotic solution to a differential equation with three-turning points Applied Mathematics and Mechanics. (English Edition)	2001-04-09	Paper

Research outcomes over time

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