Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. - Xiao-song Qian; Cheng-long Xu; Lishang Jiang; Baojun Bian (SIAM J. Numer. Anal., 2005)

On the rate of convergence of the binomial tree scheme for American options. - Jin Liang; Bei Hu; Lishang Jiang; Baojun Bian (Numerische Mathematik, 2007)

Optimal Decision for Selling an Illiquid Stock. - Baojun Bian; Min Dai; Lishang Jiang; Qing Zhang 003; Yifei Zhong (J. Optim. Theory Appl., 2011)

Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems. - Baojun Bian; Sheng Miao; Harry Zheng (SIAM J. Financial Math., 2011)

Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion. - Baojun Bian; Guolian Wang (Appl. Math. Comput., 2014)

Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model. - Yang Wang 052; Baojun Bian; Jizhou Zhang (J. Optim. Theory Appl., 2014)

The Valuation of American Passport Options: A Viscosity Solution Approach. - Yang Wang 052; Baojun Bian; Zijiang Yang 001; Jizhou Zhang (J. Optim. Theory Appl., 2019)

Utility Maximization Under Trading Constraints with Discontinuous Utility. - Baojun Bian; Xinfu Chen; Zuo Quan Xu (SIAM J. Financial Math., 2019)