Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model. - Guoan Huang; Guohe Deng; Lihong Huang (Adv. Decis. Sci., 2009)

A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework. - Guohe Deng; Lihong Huang (J. Syst. Sci. Complex., 2010)

American continuous-installment options of barrier type. - Guohe Deng (J. Syst. Sci. Complex., 2014)

Pricing American put option on zero-coupon bond in a jump-extended CIR model. - Guohe Deng (Commun. Nonlinear Sci. Numer. Simul., 2015)

Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates. - Guangming Xue; Bin Qin; Guohe Deng (Complex., 2018)

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate. - Yanhong Zhong; Guohe Deng (Complex., 2019)

Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model. - Guohe Deng (Complex., 2020)

A perturbed risk model with constant interest and periodic barrier dividend strategy. - Yang Long; Guohe Deng (Commun. Stat. Simul. Comput., 2021)

Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. - Guohe Deng; Shuai Liu (Int. J. Comput. Math., 2024)