朱文莉｜西南财经大学｜学者主页

2025

A neurodynamic approach for solving portfolio optimisation problem in high-frequency trading based on charnes-chooper transformation

Wenli Zhu, Jia Chen, Jin Hu

International Journal Of Systems Science，Vol. 560, No. 7

DOI

2025

以先修课促进大中教育有效衔接——以西南财经大学《高等数学先修课》为例

朱文莉

《教育家》

2019

Pricing Swaps on Discrete Realized Higher Moments Under the Levy Process

Wenli Zhu, Xinfeng Ruan

Computational Economics，Vol. 530, No. 2

DOI

2016

Equilibrium asset pricing under the Levy process with stochastic volatility and moment risk premiums

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang, Jin E. Zhang

Economic Modelling，Vol. 54

DOI

2014

Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market

Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang

Applied Mathematics and Computation

DOI

2014

Exponential Stability of Stochastic Differential Equation with Mixed Delay

Wenli Zhu, Jiexiang Huang, Xinfeng Ruan, Zhao Zhao

Journal of Applied Mathematics

DOI

2014

Exponential Stability of Stochastic Systems with Delay and Poisson Jumps

Wenli Zhu, Jiexiang Huang, Zhao Zhao

Mathematical Problems in Engineering

DOI

2013

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

Journal of Computational and Applied Mathematics

DOI

2013

Optimal portfolio and consumption with habit formation in a jump diffusion market

Xinfeng Ruan, Wenli Zhu, Jin Jia Hu, Jiexiang Huang

Applied Mathematics and Computation

DOI

2013

Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method

Xinfeng Ruan, Wenli Zhu, Shuang Li, Jiexiang Huang

Mathematical Problems in Engineering

DOI

2013

Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay

Wenli Zhu, Xinfeng Ruan, Qin Ye, Jie Zhuang

Mathematical Problems in Engineering

DOI

2013

Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

Journal of Applied Mathematics

DOI

2013

Equilibrium Asset and Option Pricing under Jump-Diffusion Model with Stochastic Volatility

Xinfeng Ruan, Wenli Zhu, Shuang Li, Jiexiang Huang

Abstract and Applied Analysis

DOI

2013

Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang, Shuang Li

Journal of Applied Mathematics

DOI

2012

Hedging Parameters of the Entropy Pricing Formula and Application in the Dynamic Hedging

Wenli Zhu

Journal of Sichuan University of Science & Engineering

2011

Stability analysis of neural networks with time delays via energy functions approach

Wenli Zhu, Jin Hu, Jie Zhang

International Conference on Natural Computation (ICNC)

DOI

2009

Robust Control for a Class of Nonlinear Uncertain Chaotic Systems with Time-Delay by LMI Approach

Wenli Zhu, Hongwei Cui, Shumin Bai, Jin Ping Hu

DOI

2006

Integral input-to-state stability of nonlinear control systems with delays

Wenli Zhu, Yi Zhang

Chaos Solitons & Fractals

DOI

2005

Stability analysis of stochastic delayed cellular neural networks by LMI approach

Wenli Zhu, Jin Hu

Chaos Solitons & Fractals

DOI

朱文莉

精选作品

期刊论文

A neurodynamic approach for solving portfolio optimisation problem in high-frequency trading based on charnes-chooper transformation

以先修课促进大中教育有效衔接——以西南财经大学《高等数学先修课》为例

Pricing Swaps on Discrete Realized Higher Moments Under the Levy Process

Equilibrium asset pricing under the Levy process with stochastic volatility and moment risk premiums

Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market

Exponential Stability of Stochastic Differential Equation with Mixed Delay

Exponential Stability of Stochastic Systems with Delay and Poisson Jumps

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity

Optimal portfolio and consumption with habit formation in a jump diffusion market

Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method

Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay

Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity

Equilibrium Asset and Option Pricing under Jump-Diffusion Model with Stochastic Volatility

Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market

Hedging Parameters of the Entropy Pricing Formula and Application in the Dynamic Hedging

Stability analysis of neural networks with time delays via energy functions approach

Robust Control for a Class of Nonlinear Uncertain Chaotic Systems with Time-Delay by LMI Approach

Integral input-to-state stability of nonlinear control systems with delays

Stability analysis of stochastic delayed cellular neural networks by LMI approach

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