1) Systemic Risk in Interbanking Networks - SIAM Journal on Financial Mathematics - 2015 - Vol. 6, 2015
2) Robust Optimization of Credit Portfolios - Mathematics of Operations Research - 2016 - Accepted
3) Counterparty Risk for CDS: Default Clustering Effects - Journal of Banking and Finance - 2015 - Vol. 52, 2015
4) Optimal Investment in Credit Derivatives Portfolio under Contagion Risk - Mathematical Finance - 2014 - online first
5) Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios - Finance and Stochastics - 2014 - Vol. 18, 2014
6) Kernel Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing - Applied Mathematics and Optimization - 2013 - Vol. 68, 2013
7) Optimal Investment and Consumption with Default Risk: HARA Utility - Asia-Pacific Financial Market - 2013 - Vol. 20, 2013
8) On the Conditional Default Probability in A Regulated Market with Jump Risk - Quantitative Finance - 2013 - Vol. 13, 2013
9) First Passage Times of Reflected O-U Processes with Two-Sided Jumps - Queueing Systems: Theory and Applications - 2013 - Vol. 73, No. 1
10) Levy Risk Model with Two-Sided Jumps and A Barrier Dividend Strategy - Insurance: Mathematics and Economics - 2012 - Vol. 50, No. 2
11) First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers - Journal of Applied Probability - 2012 - Vol. 49, No. 4
12) Derivative Pricing Based on the Exchange Rate in A Target Zone with Realignment - International J. Theoretical and Applied Finance - 2011 - Vol. 14, No. 6
13) Exponential Change of Measure Applied to Term Structures of Interest Rates and Exchange Rates - Insurance: Mathematics and Economics - 2011 - Vol. 49, No. 2
14) On the Conditional Default Probability in A Regulated Market: A Structural Approach - Quantitative Finance - 2011 - Vol. 11, No. 12
15) First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries - Journal of Applied Probability - 2011 - Vol. 48, No. 3
16) Maximum Likelihood Estimation for Reflected Ornstein–Uhlenbeck Processes - Journal of Statistical Planning and Inference - 2011 - Vol. 141, No. 1
17) Some Integral Functionals of Reflected SDEs and Their Applications in Finance - Quantitative Finance - 2011 - Vol. 11, No. 3
18) Markov-Modulated Jump–Diffusions for Currency Option Pricing - Insurance: Mathematics and Economics - 2010 - Vol. 46, No. 3
19) An Optimal Portfolio Problem in A Defaultable Market - Advances in Applied Probability - 2010 - Vol. 42, No. 3
20) Support Theorem for A Stochastic Cahn-Hilliard Equation - Electronic Journal of Probability - 2010 - Vol. 15, No. 1
21) On A Stochastic Wave Equation Driven by A Non-Gaussian Levy Process - Journal of Theoretical Probability - 2010 - Vol. 23, No. 1
22) Large Deviations for Perturbed Reflected Diffusion Processes - Stochastics - 2009 - Vol. 81, No. 6
23) Lyapunov Exponent Estimates of A Class of Higher-Order Stochastic Anderson Models - Proceedings of AMS - 2008 - Vol. 136, No. 11
24) Explosive Solutions of Stochastic Wave Equations with Damping on R^d - Journal of Differential Equations - 2008 - Vol. 244, No. 1
25) On the First Passage Times of Reflected OU Processes with Two-Sided Barriers - Queueing Systems: Theory and Applications - 2006 - Vol. 54, No. 4
26) Stochastic Cahn–Hilliard Partial Differential Equations with Levy Spacetime White Noises - Stochastics and Dynamics - 2006 - Vol. 6, No. 2