A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. - Ping Li 037; Peng Shi 003; Guangdong Huang (WINE, 2005)

On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas. - Ping Li 037; Hou-Sheng Chen; Guangdong Huang; Xiaojun Shi (WINE, 2006)

On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions. - Ping Li 037; Hou-Sheng Chen; Xiaotie Deng; Shunming Zhang (Int. J. Inf. Technol. Decis. Mak., 2006)

A new algorithm based on copulas for VaR valuation with empirical calculations. - Gang Cheng; Ping Li 037; Peng Shi 003 (Theor. Comput. Sci., 2007)

Financial Asset Price Forecasting Based on Intertransaction Association Rules Mining. - Ping Li 037; Wenjing Xing; Guangdong Huang (ICEE, 2010)

Credit Spread Option Pricing by Dynamic Copulas. - Ping Li 037; Guangdong Huang (NSS, 2010)

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model. - Ping Li 037; Peng Shi 003; Guangdong Huang; Xiaojun Shi (J. Syst. Sci. Complex., 2010)

A Copula-based Regime-switching Model for Rainbow Option Pricing. - Ping Li 037; Libo Yin (BIFE, 2012)

A Factor Model for the Calculation of Portfolio Credit VaR. - Ping Li 037; Xiaoxu Wang; Haibo Wang (ITQM, 2013)

Pricing of Basket Default Swaps Based on Factor Copulas and NIG. - Ping Li 037; Jie Liu; Xinyun Zhang; Guangdong Huang (ITQM, 2015)

An empirical study of chance-constrained portfolio selection model. - Yingwei Han; Ping Li 037 (ITQM, 2017)