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Associate Professor

  • Finance Department

Research Domains

Computational Finance and Financial Engineering
Innovation Economics and Finance
Financial Optimization and Portfolio

Curriculum vitae

PhD in Applied Mathematics
Hong Kong Polytechnic University (HKPU), China (PRC) (2006)

Master of Science in Computational Mathematics
Chongqing University, China (PRC) (2003)

Bachelor of Science, in Computational Mathematics
Chongqing University, China (PRC) (2000)



ZHANG, K., YANG, X. () . Power Penalty Approach to American Options Pricing Under Regime Switching, Journal of Optimization Theory and Applications

ZHANG, K., YANG, X. (2017) . Numerical Valuation of Options on Zero-Coupon Bonds with a Fitted Finite Volume Method, International Journal of Numerical Analysis and Modeling


WANG, S., ZHANG, K. (2016) . An interior penalty method for a nite-dimensional linear complementarity problem in financial engineering, Optimization Letters, 12 (6), 1161–1178


ZHANG, K., TEO, K. (2015) . A penalty-based method from reconstructing smooth local volatility surface from american options, Journal of Industrial and Management Optimization, 11 (2), 631-644


ZHANG, K., TEO, K., STEWART, M. (2014) . A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method, Computational Economics, 43 (4), 463–483


ZHANG, K., TEO, K. (2013) . Convergence analysis of power penalty method for American bond option pricing, Journal Of Global Optimization, 56 (4), 1313-1323


ZHANG, K., WANG, S. (2012) . Pricing American bond options using a penalty method, Automatica , 48 (3), 472-479

ZHANG, K. (2012) . Applying power penalty method to numerically pricing American bond options, Journal of Optimization Theory and Applications, 154 (1), 278-291


ZHANG, K., WANG, S. (2011) . Convergence property of an interior penalty approach to pricing American option, Journal of Industrial and Management Optimization, 7 (2), 435-447