On barrier option pricing in binomial market with transaction costs. - Chao Sun; Jing-Yang Yang; Sheng-Hong Li 003 (Appl. Math. Comput., 2007)

On reset option pricing in binomial market with both fixed and proportional transaction costs. - Chao Sun; Jing-Yang Yang; Sheng-Hong Li 003 (Appl. Math. Comput., 2007)

Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates. - Jingyang Yang; Shenghong Li 003 (BIFE, 2009)

A note on "Monte Carlo analysis of convertible bonds with reset clause". - Jingyang Yang; Yoon Choi; Shenghong Li 003; Jinping Yu (Eur. J. Oper. Res., 2010)