Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps , Journal of Systems Science and Complexity--English Series , 2017 , 30(3): 645-659

Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints , Applied Mathematics and Computation , 2017 , 299: 80-94

Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon , ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV) , 2016 , 22(3): 743-769

Moderate deviations and central limit theorem for positive diffusions , Journal of Inequalities and Applications , 2016 , 87: 1-10

Dynamic asset allocation with loss aversion in a jump diffusion model , Acta Mathematicae Applicatae Sinica , 2015 , 31(2): 557-566

Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise , Acta Applicandae Mathematicae , 2015 , 139(1): 59-80

Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets , Romanian Statistical Review , 2015 , 63(1): 57-70

Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process , Journal of Systems Science and Complexity--English Series , 2015 , 28(6): 1412-1425

Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment , Journal of Systems Science and Complexity--English Series , 2015 , 28(1): 144-155

Pricing convertible bonds and change of probability measure , Journal of Systems Science and Complexity--English Series , 2013 , 26(6): 968-977

Pricing Barrier Options under Stochastic Volatility Framework , Journal of Systems Science and Complexity--English Series , 2013 , 26(4): 609-618

Dynamic Valuation of Options on Non-traded Assets and Trading Strategies , Journal of Systems Science and Complexity--English Series , 2013 , 26: 991-1001

Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions , Acta Mathematicae Applicatae Sinica , 2013 , 29(2): 329-354

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion , Abstract and Applied Analysis , 2013 , 2013: 1-11

Survival Probability in A Risk Model Under Heavy-tailed Claims , Acta Mathematicae Applicatae Sinica , 2012 , 35(5): 817-828

Testing for differentially-expressed microRNAs with errors-in-variables nonparametric regression , PLoS ONE , 2012 , 7(5): 1-12

Resource Allocation Optimization Problem on the Population Growth , Applied Mechanics and Materials , 2013 , 291(294): 1507-1513

Maximizing The Probability Of A Perfect Hedge In The Case Of Stochastic Interest Rate , American Journal of Mathematical and Management Sciences , 2010 , 30(1): 179-196

基于证券和VIX衍生品的投资优化策略 , 中国科学技术大学学报 , 2023 , 53(2): 6-20

基于生成对抗网络的高频算法及其回测研究 , 中国科学技术大学学报 , 2020 , 50(6): 801-810

配对交易的最优阈值 , 中国科学技术大学学报 , 2020 , 50(6): 784-792

基于状态相依风险厌恶的最优动态协整配对交易策略 , 中国科学技术大学学报 , 2019 , 49(8): 655-667

新形势下互联网金融对商业银行创新能力的影响 , 中国科学技术大学学报 , 2018 , 48(11): 1-11

基于LSTM神经网络的黑色金属期货套利策略模型 , 中国科学技术大学学报 , 2018 , (2): 125-132

损失厌恶假设下带有消费和终端收益的投资组合 , 中国科学技术大学学报 , 2016 , 46(11): 912-918

MFCCA算法及其在金融市场中的应用:DCCA多重分形拓展的新视角 , 中国科学技术大学学报 , 2015 , 45(8): 683-691

融资融券对流动性的影响——基于我国股市交易数据的实证研究 , 企业经济 , 2014 , (6): 165-170

中国创业板与主板市场的相依关系: 基于时变copula-GARCH 模型的实证分析 , 中国科学技术大学学报 , 2014 , 44(9): 776-785

用Homotopy方法解随机波动率远期LIBOR模型中利率衍生品定价问题 , 浙江大学学报（理学版） , 2013 , 40(5): 521-525

随机意外大灾风险模型的破产概率 , 数学物理学报（中文版） , 2012 , 32: 257-262