Email: wusizhou(at)sufe.edu.cn
Shanghai University of Finance and Economics
School of Mathematics
My detailed CV can be found here.
My main research interest lies in:
Numerical schemes for high-dimensional PDEs: Simulation-based numerical methods, Machine learning algorithms
Stochastic partial differential equations: Zakai equations, Non-local operators, Solvability, Regularities, Numerics
Mathematical Finance: Market models with jumps, Stochastic volatility, Derivative pricing, Default risk, Incomplete market