The Study on the Pricing of Credit Risk under the Fast Stochastic Volatility. - Shican Liu; Xiangyu Ge (IIKI, 2016)

Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses. - Chong Lai; Shican Liu; Yonghong Wu (J. Comput. Appl. Math., 2021)

Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion. - Yu Yang; Shican Liu; Yonghong Wu; Benchawan Wiwatanapataphee (J. Comput. Appl. Math., 2021)