Pricing American interest rate option on zero-coupon bond numerically. - Shujin Li; Shenghong Li 003 (Appl. Math. Comput., 2006)

On barrier option pricing in binomial market with transaction costs. - Chao Sun; Jing-Yang Yang; Sheng-Hong Li 003 (Appl. Math. Comput., 2007)

On reset option pricing in binomial market with both fixed and proportional transaction costs. - Chao Sun; Jing-Yang Yang; Sheng-Hong Li 003 (Appl. Math. Comput., 2007)

The Investment-Uncertainty Relationship in a Real Option Model. - Shanshan Ding; Liugen Wang; Shenghong Li 003 (BIFE, 2009)

On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment. - Cong Gu; Shenghong Li 003; Bo Zhou (BIFE, 2009)

A Fast Algorithm for Solving the Pricing of American Options. - Xiaoyu Ren; Shenghong Li 003; Xinping Shao (BIFE, 2009)

A Tree Model for Pricing Convertible Bonds with Equity, Market and Default Risk. - Ruxing Xu; Shenghong Li 003 (BIFE, 2009)

Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates. - Jingyang Yang; Shenghong Li 003 (BIFE, 2009)

Pricing Convertible Bond with Call Clause in Exponential Variance Gamma Model. - Jinping Yu; Xiaofeng Yang; Shenghong Li 003; Xiaohu Yang 001 (BIFE, 2009)

A note on "Monte Carlo analysis of convertible bonds with reset clause". - Jingyang Yang; Yoon Choi; Shenghong Li 003; Jinping Yu (Eur. J. Oper. Res., 2010)

Pricing model of interest rate swap with a bilateral default risk. - Xiaofeng Yang; Jinping Yu; Shenghong Li 003; Albert Jerry Cristoforo; Xiaohu Yang 001 (J. Comput. Appl. Math., 2010)

Dynamic Investment under Asymmetric Information. - Ruxing Xu; Dan Wu; Shenghong Li 003 (J. Comput., 2010)

The forward-path method for pricing multi-asset American-style options under general diffusion processes. - Wenbin Hu; Shenghong Li 003 (J. Comput. Appl. Math., 2014)

Fast Greeks by simulation: The block adjoint method with memory reduction. - Wenbin Hu; Shenghong Li 003 (J. Comput. Appl. Math., 2015)

Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models. - Liu Wenqiong; Shenghong Li 003 (Appl. Math. Comput., 2016)