Pu Jiangyan
Lecturer
School of International Finance
Shanghai Lixin University of Commerce
China
Biography
EDUCATION BACKGROUND 2008-2013 Fudan University 2004-2008 Nankai University EXPERIENCE Courses Taught:Financial Engineering, Financial Markets
Research Interest
Stochastic Optimal Control Theory, Optimal Consumption and Portfolio Theory, Option Theory
Publications
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Chinese Annals of Mathematics C:Chinese Journal of Contemporary Mathematics, 34(3), pp 1-12, 2013.
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Chinese Annals of Mathematics A, 35A(1), pp115–128, 2014.
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J. Pu, F. Zhang, Pricing rules of stochastic pressure under asymmetric information in a continuous time market, Chinese Annals of Mathematics A+C。