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Kai ZHANG

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)

Publications

Forthcoming

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