Pricing double-barrier options under a flexible jump diffusion model. - Ning Cai 003; Nan Chen; Xiangwei Wan (Oper. Res. Lett., 2009)

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. - Ning Cai 003; Nan Chen; Xiangwei Wan (Math. Oper. Res., 2010)

Option Pricing Under a Mixed-Exponential Jump Diffusion Model. - Ning Cai 003; Steven S. G. Kou (Manag. Sci., 2011)

Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model. - Ning Cai 003; Steven S. G. Kou (Oper. Res., 2012)

A General Framework for Pricing Asian Options Under Markov Processes. - Ning Cai 003; Yingda Song; Steven Kou (Oper. Res., 2015)

Exact Simulation of the SABR Model. - Ning Cai 003; Yingda Song; Nan Chen (Oper. Res., 2017)

Computable Error Bounds of Laplace Inversion for Pricing Asian Options. - Yingda Song; Ning Cai 003; Steven Kou (INFORMS J. Comput., 2018)

Econometrics with Privacy Preservation. - Ning Cai 003; Steven Kou (Oper. Res., 2019)

Regime Classification and Stock Loan Valuation. - Ning Cai 003; Wei Zhang (Oper. Res., 2020)