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Minghui Wang
【 Financial Mathematics 】 Published : 2020-12-08

Name: Minghui Wang


Title: Lecturer

Discipline: Financial Mathematics


Minghui Wang is a lecturer at school of Economic Mathematics, Southwestern University of Finance. He received Ph.D. from Financial Mathematics and Econometrics Department, Sichuan University.


B.S., Mathematics and Applied Mathematics, Sichuan University, 2014

M.E., Applied Mathematics, Sichuan University, 2017

Ph.D., Financial Mathematics and Econometrics, Sichuan University, 2020

Major scientific research achievements in recent three years

1、M.H.Wang, and N.J. Huang, Robust optimal R&D investment under technical uncertainty in a regime-switching environmentOptimization,

2、Z. Gou, N.J.Huang, M.H.Wang, Y.J.Zhang. A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator. Mathematical Control & Related Fields,

3、H.Yang, M.H.Wang and N.J.Huang, The alpha-tail distance with an application to portfolio optimization under different market conditions, Computational Economics,

4、Z.Gou, M.H.Wang and N.J.Huang, Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients, Stochastics, 92(2020), 533-551.

5、M.H.Wang and N.J. Huang, Optimal Consumption and R&D investment for a risk-averse entrepreneur, Journal of Nonlinear and Convex Analysis, 20(2019), 1837-1857.

6、M.H.Wang, J.Yue and N.J. Huang,  Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim, Optimization, 66(2017), 1219-1234.

7、J.Yue, M.H.Wang and N.J.Huang, Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process,  Journal of Nonlinear and Convex Analysis, 18(2017), 1153-1169.

Research Interests

His research interests include real option, optimal R & D investment, real option game.

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