Research Interests:
Probability and Statistics
Financial Mathematics
Stochastic Process
Risk Management
Profile:
From 2011 to 2012, she worked in the group of Professor Dr Zhijian Wu at University of Alabama. Now she is studying at Zhejiang Gongshang University with professor Guanhui Cai for Ph.D.
Publications:
[1] Wei Wang, Wenli Huang, Shenghong Li. Option Pricing under Default Risk based on Ho-Lee Stochastic Interest Rate Model [J]. Applied Mathematics A Journal of Chinese Universities, 28(4): 406-416.
