Wenli Zhu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility	2019-08-16	Paper
Exponential stability of stochastic systems with delay and Poisson jumps	2019-02-08	Paper
Exponential stability of stochastic differential equation with mixed delay	2019-02-01	Paper
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity	2018-10-10	Paper
Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market	2018-10-10	Paper
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market	2018-06-22	Paper
Verification theorem of stochastic optimal control with mixed delay and applications to finance	2016-06-17	Paper
Optimal portfolio and consumption with habit formation in a jump diffusion market	2016-01-25	Paper
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method	2014-10-13	Paper
Exponential stability of stochastic nonlinear dynamical price system with delay	2014-10-13	Paper
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity	2014-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q4921288	2013-05-24	Paper
Integral input-to-state stability of nonlinear control systems with delays	2008-01-30	Paper
Stability analysis of stochastic delayed cellular neural networks by LMI approach	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	2001-04-09	Paper

Research outcomes over time

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