Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method. - Junmei Ma; Chenglong Xu (BIFE, 2009)

An efficient control variate method for pricing variance derivatives. - Junmei Ma; Chenglong Xu (J. Comput. Appl. Math., 2010)

Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion. - Junmei Ma; Chenglong Xu (Int. J. Comput. Math., 2014)

Least-square-based control variate method for pricing options under general factor models. - Chenglong Xu; Junmei Ma; Yiming Tian (Int. J. Comput. Math., 2019)

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models. - Junmei Ma; Chen Wang 139; Wei Xu (Eur. J. Oper. Res., 2025)