向开理 - 西南财经大学 - 经济数学学院

个人简介

教育背景 1995.09—1999.12 西南石油学院，石油与天然气工程专业工学博士 1978.09—1982.07 重庆大学基础部，应用数学专业，理学学士工作和研究经历 2003.10—至今西南财经大学，经济数学学院教授 1985.10—2003.09，西南石油学院，教授、副教授、讲师 1982.07—1985.09，原核工业部第九研究院第一研究所，助理研究员

研究领域

（1）计算数学：偏微分方程数值解；（2）金融数学：金融衍生品定价；金融风险管理；金融计算

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

1. Congyin Fan, Kaili Xiang, Shanzhen Chen. Stock loan valuation based on the Finite Moment Log-Stable process. Computers and Mathematics with Applications 75 (2018) 374-387. 2. Xuemei Luo, Kaili Xiang, Chuan Ding. American option pricing under financial crisis. Appl Stochastic Models Bus Ind. 34(5) (2018): 597-606. 3. Yindong Zhang, Kaili Xiang, Chuan Ding, and Tao Chen. Staged Venture Capital Investment considering Unexpected Major Events. Discrete Dynamics in Nature and Society Volume 2017, Article ID 9427285, 8 pages. 4. Congyin Fan, Kaili Xiang and Peimin Chen . Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model. Discrete Dynamics in Nature and Society Volume 2016, Article ID 7496539, 9 pages. 5. Kaili Xiang , Fengying Li and Xiang Yu . Connecting orbits for Newtonian-like N-body problems. Journal of Inequalities and Applications (2015) 2015:197. 6. Kaili Xiang,Yindong Zhang and Xiaotong Mao. Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate,and Jump-Diffusion Models. Abstract and Applied Analysis Volume 2014, Article ID 259297, 11 pages. 7. Min Wang and Kaili Xiang. Pricing Variance Swaps with Stochastic volatility Under Jump-Diffusion. Dynamics of Continuous. Discrete and Impulsive Systems B : Algorithms and Applications 21(2014) 121-136. 8. Chuan-Yi Luo, Kaili Xiang and Wei Li. Performance analysis of a discrete-time Geo/G/1 queue with multiple adaptive vacations and variable. Dynamics of Continuous. Discrete and Impulsive Systems B : Algorithms and Applications19 (2012) 637-665. 9. Chuan-Yi Luo, Kaili Xiang. Recursive solution of queue length distribution for Geo/G/1 queue with single server vacation and variable input rate. Computers and Mathematics with Application 61(2011) 2401-2411. 10. Kaili Xiang, R.M. Thomas. Efficient Sixth Order P-Stable Methods with Minimal Local Truncation Error for y''=f(t,y). J. Comput. Math. Vol.20,No.2 ( 2002) 175-184. 11. Kaili Xiang, Liu Jianxing. High Accuracy Formula for y'' = f(t, y), ACTA Math. Apple. Sinica, Vol.14, No.2,( 1998). 12. Kaili Xiang, Jianjun Zhang. Explicit two-step high-accuracy hybrid methods with minimal phase-lay for two-order ODES and their application to the one-dimensional Schrodinger equation. Journal of Computational and Applied Mathematics Vol.95, No.1-2 (1998).