Dr ZHENG Yawen
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關於我們
學術及行政人員
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Dr ZHENG Yawen
鄭雅文博士
PhD (UOW)
MSc (JLU)
BSc (JLU)
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Email: yawenzheng@hsu.edu.hk
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Tel: (852) 3963 5240
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Office : D602A
Lecturer
BSc-DSBI Associate Programme Director (Mainland)
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……….
- Siu, C. C., Ma, G. Y., and Zheng, (2026). “Optimal consumption-portfolio rules with informational and trading frictions,” Economic Modelling, 107795.
- Zheng, Y., Pun, C. S., and Zhu, S.-P. (2026). “Pricing American option with a slow-varying stochastic factor,” Operations Research Letters,
- Zheng, Y., C. S. Pun and Zhu, S.-P. (2026). “Analytical Approximations for American Option Pricing under Regime-Switching Models,” Quantitative Finance, 26(3), 375–392.
- Zheng, Y., and Zhu, S.-P. (2025). “A generalized approach for pricing American options under regime-switching model,” IMA Journal of Management Mathematics, 36, pp. 427-450.
- Zheng, Y., and Zhu, S.-P. (2024). “A generalized integral equation formulation for pricing American options under regime-switching model,” Journal of Computational and Applied Mathematics, 453, pp. 116016.
- Zhu, S.-P., and Zheng, Y. (2023). “An integral equation approach for pricing American put options under regime-switching model,” International Journal of Computer Mathematics, 100, pp. 1454-1479.