Pricing options under jump diffusion processes with fitted finite volume method. - Kai Zhang 019; Song Wang 004 (Appl. Math. Comput., 2008)

Pricing American bond options using a penalty method. - Kai Zhang 019; Song Wang 004 (Autom., 2012)

Power Penalty Approach to American Options Pricing Under Regime Switching. - Kai Zhang 019; Xiaoqi Yang 001 (J. Optim. Theory Appl., 2018)

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. - Song Wang 004; Kai Zhang 019 (Optim. Lett., 2018)

Power penalty method for solving HJB equations arising from finance. - Kai Zhang 019; Xiaoqi Yang 001; Yaohua Hu (Autom., 2020)

A power penalty method for discrete HJB equations. - Kai Zhang 019; Xiaoqi Yang 001 (Optim. Lett., 2020)

Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. - Nan Li; Song Wang 004; Kai Zhang 019 (Appl. Math. Comput., 2022)

Conjoining congestion speed-cycle patterns and deep learning neural network for short-term traffic speed forecasting. - Wai Man Tang; Ka Fai Cedric Yiu; Kit Yan Chan; Kai Zhang 019 (Appl. Soft Comput., 2023)

Constrained Mix Sparse Optimization via Hard Thresholding Pursuit. - Xinlin Hu; Yaohua Hu; Xiaoqi Yang 001; Kai Zhang 019 (J. Sci. Comput., 2024)

Iterative mix thresholding algorithm with continuation technique for mix sparse optimization and application. - Yaohua Hu; Jian Lu; Xiaoqi Yang 001; Kai Zhang 019 (J. Glob. Optim., 2025)