Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time. - Angelos Dassios; Jia Wei Lim (SIAM J. Financial Math., 2013)

Recursive formula for the double-barrier Parisian stopping time. - Angelos Dassios; Jia Wei Lim (J. Appl. Probab., 2018)

Exact simulation of generalised Vervaat perpetuities. - Angelos Dassios; Yan Qu; Jia Wei Lim (J. Appl. Probab., 2019)

Exact Simulation of a Truncated Lévy Subordinator. - Angelos Dassios; Jia Wei Lim; Yan Qu (ACM Trans. Model. Comput. Simul., 2020)

REAF: ROI Extraction and Adaptive Fusion for Breast Cancer Diagnosis in Ultrasound Images. - Ziyang Zhang; Jia Wei Lim; Yuanxun Zheng; Bozhao Chen; Dongxin Chen; Yi Lin (BIBM, 2023)