王永进
教授、博士生导师Email：yjwang@nankai.edu.cn
办公电话：**
传真： **
个人网站： http://202.113.29.3/~yjwang 研究方向：
【学术研究方向】概率论与随机过程，远期、期权与结构化金融工程。【研究生培养方向】 概率论与随机过程，远期、期权与结构化金融工程。
社会兼职：
中国概率统计学会常务理事（2002--2006），中国金融工程学会常务理事（2008--2012）。

发表文章及著作：------------------------------------------------------------------------

Selected Publications:



(Mathematics, Stochastic Processes)

● Kernel-correlated Lévy field driven forward rate and application to derivative pricing. Appl. Math. Optim. 68(1), 21-41, 2013.

● First passage times of reflected generalized Ornstein-Uhlenbeck processes. Stoch. Dyn, 13 (1), 2013.

● First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries, with Lijun Bo and Xuewei Yang, Journal of Applied Probability, 48(3), 2011.
● Variational solutions of dissipative jump-type stochastic evolution equations,

with Lijun Bo and Kehua Shi, J. Math. Anal. Appl. 373(1):111–126, 2011.
● Support theorem for a stochastic Cahn-Hilliard equation, with Lijun Bo and

Kehua Shi, Electronic Journal of Probablility 15 (17): 484-525, 2010.
● On a stochastic wave equation driven by a non-Gaussian Levy process, with

Lijun Bo and Kehua Shi, Journal of Theoretical Probability, 23 (1):

328-343, 2010.
● Explosive solutions of stochastic wave e quations with damping on $R$, with

Lijun Bo and Dan Tang, J. Differential. Equations. 244, 170-187, 2008.
● On a class of Stochastic Anderson Models with Fractional Noises, with Lijun

Bo and Yiming Jiang, Stoch. Anal. & Appl. 26, 270-287, 2008.
● On a nonlocal stochastic Kuramoto Sivashinsky equation with jumps, with

Lijun Bo and Kehua Shi, Stoch. & Dynamics. 7 (4)，439-457, 2007
● Hilbert space-valued FB-SDEs with Poisson jumps and applications, with

Juliang, Yin, J. Math. Anal. Appl. 328(1), 438-451, 2007
● On the first passage times of reflected O-U processes with two-sided

barriers, with Lijun Bo and Lidong Zhang, Queueing Syst. 54 (2006), no. 4, 313--316.
● Stochastic Cahn-Hilliard partial differential equations with Lévy spacetime

white noises, with Lijun Bo, Stoch. & Dynamics. 6 (2006), no. 2, 229--244.
● On the extinction of a class of population-size-dependent bisexual branching

processes, with Yongsheng Xing, J. Appl. Probab. 42 (2005), No. 1,

175--184.
● Finite time extinction of super-Brownian motions with deterministic catalyst,

with Yanxia Ren, Sci. China Ser. A 46 (2003), no. 4, 538--551.
● An alternative approach to super-Brownian motion with locally infinite

branching mass. Stoch. Proc. & Appl. 102 (2002), no. 2, 221--233.



(Quantitative Finance and Risk Management)
● Derivative pricing based on the exchange rate in a target zone with realignment,

with Lijun Bo and Xuewei Yang, International J. Theo. and Appl. Finance, 2011.
● Some integral functionals of reflected SDEs and theirApplications in finance, with

Lijun Bo and Xuewei Yang, Quantitative Finance, Vol. 11, No. 3,

343--348, 2011.
● The hitting time density for a reflected Brownian motion, with Qin Hu and

Xuewei Yang, Accepted by Computational Economics, 2011.
● Markov-modulated jump-diffusions for currency option pricing, with Lijun Bo

and Xuewei Yang. Insurance: Math. & Economics, 46(3), 461–469, 2010.
● On conditional default probability in a regulated market: a structural approach,

with Lijun Bo, Dan Tang and Xuewei Yang, Accepted by Quantitative

Finance, Vol.11, No.12, 1695-1702, 2011.
● Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes,

with Lijun Bo, Xuewei Yang and Guannan Zhang. Journal of Statistical

Planning and Inference, Vol. 141(1), 588-596, 2011.
● An optimal portfolio problem in a defaultable market, with Lijun Bo and

Xuewei Yang, Advance in Appl. Prob., 42, 689-705, 2010.