Option pricing with regime switching by trinomial tree method. - Fei Lung Yuen; Hailiang Yang (J. Comput. Appl. Math., 2010)

Optimal Asset Allocation: A Worst Scenario Expectation Approach. - Fei Lung Yuen; Hailiang Yang (J. Optim. Theory Appl., 2012)

Option valuation by a self-exciting threshold binomial model. - Fei Lung Yuen; Tak Kuen Siu; Hailiang Yang (Math. Comput. Model., 2013)

Optimal asset allocation: Risk and information uncertainty. - Sheung Chi Phillip Yam; Hailiang Yang; Fei Lung Yuen (Eur. J. Oper. Res., 2016)

Fuzzy bit-plane-dependence image segmentation. - Siu-Kai Choy; Kevin Yuen 002; Carisa Kwok Wai Yu (Signal Process., 2019)

On the uncertainty of VaR of individual risk. - Ka Chun Cheung; Fei Lung Yuen (J. Comput. Appl. Math., 2020)