职称/职务:副教授
主要研究领域:金融数学,金融计量,随机控制
电子邮箱:mjiao_wang@163.com
办公室:经管大楼A楼1017室
职称/职务:副教授
主要研究领域:金融数学,金融计量,随机控制
电子邮箱:mjiao_wang@163.com
办公室:经管大楼A楼1017室
博士, 运筹学与控制论, 复旦大学 硕士,概率论与数理统计,大连理工大学 学士, 应用数学, 中南大学 |
2015.01-2015.12项目负责人,随机系数和带跳的线性随机微分系统的H2/H∞控制, 国家自然科学基金天元基金,11426154. 期刊论文 1.冯敬海,王美娇,首中时在新型期权定价中的应用,大连理工大学学报,2006.6 第46卷第6期。 2. Mei-jiao Wang, Qi Wang .ExtendedRiccati Equation Rational Expansion Method and Its Application to NonlinearStochastic Evolution Equations. Commun. Theor. Phys. (Beijing, China) 2006, 45:785–789. 3. Mei-jiao Wang, Qi Wang .Thestochastic soliton-like solutions of (2+1)-dimensional stochastic Borer–Kaupequation. Chaos, Solitons & Fractals, Chaos, Solitons & Fractals 2007,33: 835-844. 4. Mei-jiaoWang, Qi Wang Application of rational expansion method for stochasticdifferential equations, Applied Mathematics and Computation. 2012, 218:5259–5264. 5. Mei-jiaoWang, Stochastic H2/H∞ control with random coefficients, Chinese Annals ofmathematics, Series B, 34B(5), 2013, 733-752. 6. Mei-jiaoWang, Stochastic H2/H∞ control for Poisson jump-diffusion systems, ChineseAnnals of mathematics, Series B, 37B(5),2016, 643-664. 7. Mao-ningTang, Qing-xin Meng, Mei-jiao Wang. Forward and Backward Mean-Field StochasticPartial Differential Equation and Optimal Control, Chinese Annals ofmathematics, Series B, 40(4), 2019, 515-540. 8.Mei-jiao Wang, Qiu-hong Shi, Qing-xin Meng. Optimal Control of Forward-BackwardStochastic Jump-Diffusion Differential Systems with Observation Noises:Stochastic Maximum Principle, Asian Journal of Control. https://doi.org/10.1002/asjc.2272
教材 孔刘柳,刁节文,张婷,王美娇编著, 金融工程学. 上海财经大学出版社, 上海.(2017) |
概率论与随机过程、数理统计、随机系统动态分析、计量经济学、金融时间序列分析(硕士生) 金融工程、计量经济学(本科) |
学术任职 InternationalJournal of Control. 审稿人 |