معرفی
Xiaoping Lu is an Associate Professor at the School of Mathematics and Applied Statistics, University of Wollongong, Australia. She has served as Academic Program Director for the Bachelor of Mathematics (Advanced) program since 2008 and holds an ORCID identifier (0000-0003-1090-8437). Her research focuses on applied mathematics and financial mathematics, particularly in option pricing, stochastic volatility models, and computational finance.
- Research Themes: Transaction cost modeling, regime-switching financial markets, numerical methods for PDEs, utility-indifference valuation, and stochastic optimization algorithms.
- Awards:
- 2024 AustMS-WIMSIG Anne Penfold Street Award
- 2024 Cheryl E. Praeger Travel Award
- Leadership: President of the Asia Pacific Consortium of Mathematics for Industry (APCMfI) since 2024; leadership roles in ANZIAM and WIMSIG committees.
- Teaching: Coordinated courses like MATH142, MATH141, and MATH283; currently available for PhD supervision in topics including financial derivatives and stochastic liquidity risk.
- Funding: Contributed to grants like 'The AI Tutor' (2024) and industry partnerships for advanced mathematics education.
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