Ph.D., Financial Mathematics, Soochow University, China, 2014
B.Sc., Applied Mathematics, Soochow University, China, 2009
Joint PhD student, University of Pittsburgh, Sep. 2012—Apr. 2014
Mathematical Finance, Partial Differential Equations, Stochastic Control
1. X. Lai, X. Chen, M. Wang, C. Qin, Y. Zhang, Existence, uniqueness, and stability of bubble solutions of a chemotaxis model. Discrete and Continuous Dynamical Systems, 2016, 36(2): 805–832.
2. C. Qin, X. Chen, X. Lai, W. Yu, Regularity of free boundary arising from optimal exercise of perpetual Executive Stock Options, Interfaces and Free Boundaries, 2015, 17(1): 69–92.
3. X. Lai, X. Chen, M. Wang, C. Qin, W. Yu, Mathematical analysis of a variational inequality modelling perpetual executive stock options, European Journal of Applied Mathematics, 2015, 26(2): 193-213.
4. Y. Zhang, X. Chen, J. Hao, X. Lai, C. Qin, An eigenvalue problem arising from spiky steady states of a minimal chemotaxis model, Journal of Mathematical Analysis and Applications, 2014, 420(1): 684–704.