Refereed Conference Papers:

 

1.      Zhu, S.-P. and G.-H. Lian, Pricing Variance Swaps with Stochastic Volatility, The 2009 International Conf. of Financial Engineering, London, UK, July, 2009, Vol. II, 1359-1364.

 

2.      Kim, J.-H., J.-W. Lee and S.-P. Zhu, A multi-scale model with stochastic elasticity, Bachelier Finance Society World Congress 2010, Toronto, Canada.

 

3.      Zhang, J. and Zhu, S.-P., A hybrid finite difference method for valuing American options, The 2009 Int. Conf. of Financial Engineering, London, UK, July, 2009, Vol. II, 1331-1336.

 

4.      Fatimah Noor bt Harun and Zhu, S.-P., A study of the propagation of interfacial waves over a circular hump, The 5th Asian Applied Mathematical Conference, Malaysia, June, 2009 (accepted).

 

5.      Mitchell, L. and Zhu, S.-P., Linear diffraction and radiation of surface waves by a hollow suspended cylindrical shell, Proceedings of The Nick Newman Symposium on Marine Hydrodynamics, Estoril, Portugal,  OMAE2008-57171 in CD-ROM, 2008 (ISBN 0-7918-3821-8). Conference Information: 27th International Conference on Offshore Mechanics and Arctic Engineering, JUN 15-20, 2008 Estoril,PORTUGAL Source: PROCEEDINGS OF THE 27TH INTERNATIONAL CONFERENCE ON OFFSHORE MECHANICS AND ARCTIC ENGINEERING - 2008, VOL 6   Pages: 579-585   Published: 2008

 

6.      Zhu, S.-P., Pricing American Options - an Important Fundamental Research in Pricing Financial Derivatives, The 2nd International Workshop on Intelligent Finance, 2007, Cheng Du, China (in press) (as a keynote speaker).

 

7.      Zhu, S.-P, J. Zhang and B. Hon, Numerical Valuation of American Puts on a Dividend Paying Asset , Financial systems engineering IV, Vol. 9, Global-Link Publisher, Hong Kong London Tokyo, 2006, 211-220.

 

8.      Zhang Z.-R., H. Liu, S.-P. Zhu, and F. ZHAO, Application of CFD in Ship Engineering Design Practice and Ship Hydrodynamics, The Conference of Global Chinese Scholars on Hydrodynamics, July, 2006, Shanghai, China, 315-322.

 

9.      Zhu, S.-P., A Closed-form Exact Solution for the Value of American Put and its Optimal Exercise Boundary, Proceedings of The 3rd SPIE International Symposium, May, 2005, Austin, Texas, USA, 186-199 (an invited speaker).

 

10.  Zhu, S.-P. Calculating the optimal exercise boundary of American put options with an approximation formula, Proceedings of the 1st International Workshop on Intelligent Finance, 2004, Melbourne, Australia, 380-388.

 

11.  Zhu, S.-P. and W. J. Francis, A Comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options, Proceedings of the 1st International Workshop on Intelligent Finance, 2004, Melbourne, Australia, 242-251.

 

12.  Strunin, D. and Zhu, S.-P.  A Simple Model For The Flow Near Floating Booms, ICIAM, 2003, Sydney, Australia.

 

13.  Zhu, S.-P. and Hung, T.-P. A simple and non-iterative numerical approach for solving high-order non-linear ordinary differential equations, ICIAM, 2003, Sydney, Australia.

 

14.  Zhu, S.-P., Modeling Diffraction and Refraction of Weakly Nonlinear Waves with the DRBEM Approach, BETECH2001, Florida, USA, 2001 381-392.

 

15.  Zhu, S.-P., H.-W. Liu and Marchant, T., An efficient numerical model for diffraction and refraction of weakly nonlinear waves, EMD2000, Austin, USA, 2000, CDROM.

 

16.  Liao, S.-J. and Zhu, S.-P.  Solving the Liouville equation with the GBEM approach, BETECH'99, Las Vegas, USA, 1999, 407-416.

 

17.  Strunin, D. and Zhu, S.-P.  A Simple Model For The Flow Near Floating Booms, 13th ASCE Engineering Mechanics Division Conference, Baltimore, USA, 1999, CDROM.

 

18.  Strunin, D. and Zhu, S.-P.  An experimental study of the confinement of spilled oil by floating booms, Third International Conference on Hydrodynamics, Seoul, South Korea, 1998, 839-844.

 

19.  Strunin, D. and Zhu, S.-P.  A numerical model for the near floating booms used to collect spilled oil, HydroStorm, Adelaide, Australia, 1998, 141-145.

 

20.  Zhu, S.-P., Liu, H.-W. and Lu, X.-P. A combination of the LTDRM and the ATPS in solving  diffusion problems, Proceedings of the 8th biannial conference: Computational Techniques and Applications (CTAC 97), Adelaide, Australia, 1997, 783-790.

 

21.  Chen, K. and Zhu, S.-P.  An extension of the DRBEM Model for Wave Refraction and Diffraction, The first UK Conference on Boundary Integral Equation Methods, Leeds, UK, 1997,51-59.

 

22.  Zhu, S.-P. and Zhang, Y. Evolution of Nonlinear Waves Over an Uneven Bottom, Second International Conference on Hydrodynamics, Hong Kong, 1996, Vol. 1, 361 - 366.

 

23.  Zhu, S.-P. Selective Withdrawal from a Stratified Stream of Uniform Upstream Velocity, Australian Engineering Mathematics Conference'96,  Sydney, Australia, 1996, 321-327.

 

24.  Satravaha, P. and Zhu, S.-P. An Extension of the LTDRM to Some Highly Nonlinear Diffusion Equations, Proceeding of International Conference on Computational Engineering Science, Hawaii, USA, 1995, Vol. II, 2975-2980.

 

25.  Satravaha, P. and Zhu, S.-P.  An application of the LTDRM to non-linear transient heat conduction problems, Boundary Elements XVII, Computational Mechanics Publications, Southampton, Boston, 1995, 297-304.

 

26.  Zhang, Y. and Zhu, S.-P. Scattering of Long Waves Around Conical Islands, Proceedings of the International Conference on Hydrodynamics, 1994, Wuxi, China, 395-401.

 

27.  Zhu, S.-P.  Modeling The Combined Refraction and Diffraction of Short Waves With The Dual Reciprocity Boundary Element Method, Proceedings of the International Symposium Waves-Physical and Numerical Modeling, Vancouver, Canada, 1994, Vol. II, 644-653.

 

28.  Zhu, S.-P. and Satravaha, P.  Combined Laplace Transform and the Dual Reciprocity Method for Solving Time-dependent  Diffusion Equations with  Nonlinear Source Terms, Boundary Elements XVI, Computational Mechanics  Publications, Southampton, Boston, 1994, 93-100.

 

29.  Zhang, Y., Marchant T. R. and Zhu, S.-P.  Modeling Microwave Heating with DRBEM, Boundary Elements XVI, Computational Mechanics Publications, Southampton, Boston, 1994, 21-28.

 

30.  Zhang, Y. and Zhu, S.-P. Exterior problems using dual reciprocity boundary  element method, The Proceedings of the Sixth Biennial Conference on  Computational Techniques and Applications (CTAC 93),  Canberra, Australia,  1993, 484-492.

 

31.  Zhu, S.-P. An Efficient Numerical Model for Wave Refraction and Diffraction, The Proceedings of the Sixth Biennial Conference on Computational Techniques and applications (CTAC 93), Canberra, Australia, 1993, 493-501.

 

32.  Zhu, S.-P. and Zhang, Y. A New Approach for Solving Exterior Problems with the Dual Reciprocity Boundary Element Method, Boundary Elements XV\/, Elsevier Science Publishers, London, New York, 1993, Vol. 1, 359-373.

 

33.  Yu, L. and Zhu, S.-P. Flow Simulation in Three-Dimensional Square Enclosure with Spacers, 11th Australian Conference of Fluid Mechanics, 1992, Vol. 1, 487-490.