个人简历

教育背景
1998.9—2001.3 电子科技大学，数学科学学院 理学硕士 运筹与控制
1985.9—1989.7 重庆师范大学，数学学院，理学学士
工作和研究经历
1989.7—2001.11 四川理工学院，基础部，讲师
2001.12—2002.06 四川理工学院，数学系，副教授
2002.07—2007.12 西南财经大学，经济数学学院，教授
2012.9—2013.8 山东大学，数学学院，访问

研究领域

（1）金融数学：衍生品定价、投资组合选择；
（2）随机控制

近期论文

1. Wenli Zhu, Xinfeng Ruan, Pricing Swaps on Discrete Realized Higher Moments under the Levy Process, Computational Economics, Vol. 3, No. 3, 2017, pp. 1-26. (SCI,)
2. Xinfeng Ruana, Wenli Zhu, Jiexiang Huang, Jin E. Zhang, Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums, Economic Modelling, Vol. 54,, 2016, pp. 326–338. (SCI)
3. Wenli Zhu, Zisah Zhang, Verification Theorem of Stochastic Optimal Control with Mixed Delay and Applications to Finance, Asian Journal of Control, Vol. 17, No. 5, 2015, pp. 1–11 (SCI)
4. Wenli Zhu, Jiexiang Huang and Zhao Zhao，Exponential Stability of Stochastic Systems with Delay and Poisson Jumps. Mathematical Problems in Engineering, Vol. 2014, Article ID 903821, 10 pages，2014 (SCI)
5. Wenli Zhu, Jiexiang Huang, Xinfeng Ruan and Zhao Zhao，Exponential Stability of Stochastic Differential Equation with Mixed Delay，Journal of Applied Mathematics, Vol. 2014, Article ID 187037，12 pages，2014. (SCI)
6. Jiexiang Huang, Wenli Zhu*, Xinfeng Ruan，Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity, Journal of Computational and Applied Mathematics, Vol. 263，pages 152–159，2014 (SCI)
7. Wenli Zhu, Xinfeng Ruan, Ye Qin and Jie Zhuang，Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay，Mathematical Problems in Engineering, Vol. 2013, Article ID 168169, 9 pages，2013 (SCI)
8. Xinfeng Ruan, Wenli Zhu*, Jin Hu and Jiexiang Huang，Optimal Portfolio and Consumption with Habit Formation in a Jump Diffusion Market，Applied Mathematics and Computation, Vol. 222, pages 391–401，2013 (SCI)
9. Xinfeng Ruan, Wenli Zhu* and Jiexiang Huang, Shuang Li，Continuous-Time Portfolio Selection and Option Pricing under Risk-minimization Criterion in an Incomplete Market，Journal of Applied Mathematics, Vol. 2013, Article ID 175269, 11 pages，2013(SCI)
10. Jiexiang Huang, Wenli Zhu*, Xinfeng Ruan，Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility and Jump Intensity，Journal of Applied Mathematics, Vol. 2013, Article ID 875606, 7 pages，2013 (SCI)