A general approximation method for optimal stopping and random delay , Mathematical Finance , 2024 , 34(1): 5-35

Variance swaps with mean reversion and multi-factor variance , European Journal of Operational Research , 2024 , 315(1): 191-212

A simulation-based method for estimating systemic risk measures , European Journal of Operational Research , 2024

Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market , Journal of Futures Markets , 2021 , 41: 1055-1073

Short-term stock price trend prediction with imaging high frequency limit order book data , International Journal of Forecasting , 2024 , 2024(40): 1189-1205

Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure , Probability in the Engineering and Informational Sciences , 2023 , 37(1): 245-274

Trading restriction and the choice for derivatives , International Review of Financial Analysis , 2022 , 82(2)102118

Irreversible investment with random delay and partial prepayment , Operations Research Letters , 2022 , 5(50): 434-440

Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market , International Review of Financial Analysis , 2022 , 83102277

Modeling maxima with regime switching Frechet model , Journal of Risk , 2022 , 25(2): 1-19

Stochastic Volatility Model with Correlated Jump Sizes and Independent Arrivals , Probability in the Engineering and Informational Sciences , 2021 , 2021(35): 513-531

中国波指隐含的波动率风险溢价研究: 基于带跳随机波动率模型的实证分析 , 系统工程学报 , 2023 , 38(6): 785-777