Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations. - Ruyi Liu 004; Zhen Wu 003 (J. Syst. Sci. Complex., 2019)

Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. - Ruyi Liu 004; Zhen Wu 003; Qing Zhang 003 (Autom., 2020)

Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. - Tian Chen; Ruyi Liu 004; Zhen Wu 003 (J. Syst. Sci. Complex., 2023)