Research Interest

Financial mathematics, variational and nonsmooth analysis and optimization.


Techniques of Variational Analysis, J. M. Borwein and Q. J. Zhu, Springer, New York, 2005

Convex Duality and Financial Mathematics, Peter Carr and Q. J. Zhu, Springer, New York, 2018

Research papers by areas

Financial Mathematics


Nonsmooth analysis on smooth manifolds

Nonsmooth and variational analysis

Optimization and optimal control

Control of flexible manufacturing systems

Last modified: January 2020