Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model. - Zhe Chen; Qunfang Bao; Shenghong Li; Jianli Chen (Appl. Math. Comput., 2012)

Pricing VXX option with default risk and positive volatility skew. - Qunfang Bao; Shenghong Li; Donggeng Gong (Eur. J. Oper. Res., 2012)

FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility. - Yinhui Zhong; Qunfang Bao; Shenghong Li (Appl. Math. Comput., 2015)