Dr ZHENG Yawen
About Us
About Us
Staff
Back
Dr ZHENG Yawen
鄭雅文博士
PhD (UOW)
MSc (JLU)
BSc (JLU)
-
Email: yawenzheng@hsu.edu.hk
-
Tel: (852) 3963 5240
-
Office : D602A
Lecturer
Dr Zheng received her B.Sc. in Mathematics and M.Sc. in Probability and Statistics at Jilin University, and Ph.D. in Applied Mathematics at University of Wollongong. Prior to her current position, she served as a Research Assistant in the Department of Mathematics, Statistics, and Insurance at The Hang Seng University of Hong Kong.
Research Interests
- Option Pricing
- Optimal Portfolio
- Optimal Capital Structure
- Optimal Contract
Service and Professional Experience
Reviewer for Journals
- Insurance: Mathematics and Economics
- International Journal of Computer Mathematics
Publications
……….Journal Articles……….
- Y. Zheng and S.-P. Zhu, “A generalized approach for pricing American options under regime-switching model,” IMA Journal of Management Mathematics, dpae021, 2024.
- Y. Zheng and S.-P. Zhu, “A generalized integral equation formulation for pricing American options under regime-switching model,” Journal of Computational and Applied Mathematics, vol. 453, pp. 116016, 2024.
- S.-P. Zhu and Y. Zheng, “An integral equation approach for pricing American put options under regime-switching model,” International Journal of Computer Mathematics, vol. 100, pp. 1454-1479, 2023.