| Publication | Date of Publication | Type |
|---|
Locally risk-minimizing hedging for European contingent claims written on non-tradable assets with common jump risk
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
Closure property of consistently varying random variables based on precise large deviation principles
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
Communications in Statistics: Theory and Methods | 2022-02-16 | Paper |
Pricing warrant bonds with credit risk under a jump diffusion process
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
Abstract and Applied Analysis | 2019-02-14 | Paper |
The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
Acta Mathematicae Applicatae Sinica. English Series | 2018-09-18 | Paper |
| Optimal investment strategies for a defined contribution pension plan under a Markov-regime switching model | 2017-07-14 | Paper |
| Pricing exchange options with credit risk under a reduced form model | 2016-08-10 | Paper |
Hedging of contingent claims written on non traded assets under Markov-modulated models
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
The Berry-Esseen bounds for sample rescaled poly-variograms
Communications in Statistics: Theory and Methods | 2015-12-08 | Paper |
| A robust and practical method of unit root tests | 2015-02-06 | Paper |
Ruin probabilities of a bidimensional risk model with a constant interest rate
Journal of East China Normal University. Natural Science Edition | 2014-11-03 | Paper |
Valuing power options under a regime-switching model
Journal of East China Normal University. Natural Science Edition | 2014-11-03 | Paper |
Pricing options with credit risk in a reduced form model
Journal of the Korean Statistical Society | 2014-09-29 | Paper |
Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
Communications in Statistics. Theory and Methods | 2014-01-28 | Paper |
Chover-type laws of the iterated logarithm for continuous time random walks
Journal of Applied Mathematics | 2012-11-15 | Paper |
Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility
Statistics & Probability Letters | 2012-09-21 | Paper |
Precise large deviations for partial sums of a class of negatively associated random arrays
Chinese Journal of Applied Probability and Statistics | 2012-06-01 | Paper |
Extended precise large deviations of random sums in the presence of END structure and consistent variation
Journal of Applied Mathematics | 2012-04-04 | Paper |
| Pricing power options in a jump diffusion model | 2012-01-27 | Paper |
The asymptotic behavior of linear placement statistics
Statistics & Probability Letters | 2011-02-11 | Paper |
Pricing vulnerable options under a Markov-modulated regime switching model
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
| Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\) | 2010-11-05 | Paper |
| Pricing forward starting call option in a jump diffusion model | 2010-11-05 | Paper |
ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS
Journal of the Korean Mathematical Society | 2009-06-23 | Paper |
Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
Journal of Applied Probability | 2008-03-07 | Paper |
Functional limit theorems for d-dimensional FBM in Hölder norm
Acta Mathematica Sinica, English Series | 2007-05-24 | Paper |
The invariance principle for the total length of the nearest-neighbor graph
Journal of Theoretical Probability | 2005-12-14 | Paper |
The modulus of non-differentiability of a Brownian motion in l_p
Acta Mathematica Hungarica | 2005-07-05 | Paper |
Asymptotic behaviors for partial sum processes of a Gaussian sequence
Acta Mathematica Hungarica | 2004-10-19 | Paper |
Some functional limit theorems for the infinite series of OU processes
Chinese Annals of Mathematics. Series B | 2004-03-17 | Paper |
Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
Stochastic Analysis and Applications | 2004-02-15 | Paper |
On the properties for increments of a local time -- a look through the set of limit points
Statistics & Probability Letters | 2002-06-30 | Paper |
On Strassen-type results for the increments of two-parameter Wiener processes
Chinese Journal of Contemporary Mathematics | 2002-01-16 | Paper |
