Convergence of Binomial Tree Methods for European/American Path-Dependent Options. - Lishang Jiang; Min Dai (SIAM J. Numer. Anal., 2004)

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. - Xiao-song Qian; Cheng-long Xu; Lishang Jiang; Baojun Bian (SIAM J. Numer. Anal., 2005)

On the rate of convergence of the binomial tree scheme for American options. - Jin Liang; Bei Hu; Lishang Jiang; Baojun Bian (Numerische Mathematik, 2007)

Basket CDS pricing with interacting intensities. - Harry Zheng; Lishang Jiang (Finance Stochastics, 2009)

Finite Horizon Optimal Investment and Consumption with Transaction Costs. - Min Dai; Lishang Jiang; Peifan Li; Fahuai Yi (SIAM J. Control. Optim., 2009)

Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries. - Jin Liang; Bei Hu; Lishang Jiang (SIAM J. Financial Math., 2010)

Optimal Decision for Selling an Illiquid Stock. - Baojun Bian; Min Dai; Lishang Jiang; Qing Zhang 003; Yifei Zhong (J. Optim. Theory Appl., 2011)

A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process. - Jin Liang; Ming Yang; Lishang Jiang (SIAM J. Appl. Math., 2013)

Mathematical modeling and analysis of insolvency contagion in an interbank network. - Xuemin Ren; Lishang Jiang (Oper. Res. Lett., 2016)