An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. - Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei (AAIM, 2007)

Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. - Tzu-Chun Chen; Tian-Shyr Dai; Jr-Yan Wang (CSC, 2010)

Using forward Monte-Carlo simulation for the valuation of American barrier options. - Daniel Wei-Chung Miao; Yung-Hsin Lee; Jr-Yan Wang (Ann. Oper. Res., 2018)

Operational asymptotic stochastic dominance. - Rachel J. Huang; Larry Y. Tzeng; Jr-Yan Wang; Lin Zhao 014 (Eur. J. Oper. Res., 2020)

Comment on "Aging Population, Retirement, and Risk Taking". - Rachel J. Huang; Larry Y. Tzeng; Jr-Yan Wang; Lin Zhao 014 (Manag. Sci., 2020)