Deng DING

Associate Professor
Department of Mathematics
University of Macau
Macao

Professor Mathematics
Biography

Deng DING working asan associate professor at University of Macau. He earned his Ph.D. from Zhongshan University, Guangzhou, China.

Research Intrest

Stochastic Differential Equations, Stochastic Optimal Control Theory, Financial Mathematics, Probability, Statistics, and Their Applications.

List of Publications
D. Ding (2007). The Filtering Problem in Duals of Nuclear Frechet Spaces. International Mathematical Forum, Vol. 2 (No. 16), pp. 753--764.
D. Ding & K.-L. Chan (2007). The Martingale Approach for Credit-Risky Option Pricing. Chinese Journal of Applied Probability and Statistics, Vol. 23 (No. 4), pp. 395--406.
D. Ding, C. K.-Leong, & X.-Q. Jin (2006). A Simple Analytical and Numerical Approach for Pricing Compound Options. Numerical Mathematics, A Journal of Chinese Universities (English Series), Vol. 15 (No. 4), pp. 367--374.