The Carroll-Hung method for component reliability mapping in aircraft maintenance. - Tim Leung; Tom Carroll; May Hung; Albert Tsang; Walter Chung (Qual. Reliab. Eng. Int., 2007)

Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation. - Tim Leung; Ronnie Sircar (SIAM J. Control. Optim., 2009)

Optimal Timing to Purchase Options. - Tim Leung; Mike Ludkovski (SIAM J. Financial Math., 2011)

Sequential static-Dynamic Hedging for Long-term Derivatives. - Tim Leung (ICCS, 2012)

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. - Tim Leung; Qingshuo Song; Jie Yang 058 (Finance Stochastics, 2013)

Optimal starting-stopping and switching of a CIR process with fixed costs. - Tim Leung; Xin Li 014; Zheng Wang (Risk Decis. Anal., 2014)

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models. - Tim Leung; Kazutoshi Yamazaki; Hongzhong Zhang (SIAM J. Control. Optim., 2015)

ESO Valuation with Job Termination Risk and Jumps in Stock Price. - Tim Leung; Haohua Wan (SIAM J. Financial Math., 2015)

Impact of risk aversion and belief heterogeneity on trading of defaultable claims. - Jinbeom Kim; Tim Leung (Ann. Oper. Res., 2016)

Pricing derivatives with counterparty risk and collateralization: A fixed point approach. - Jinbeom Kim; Tim Leung (Eur. J. Oper. Res., 2016)

Timing options for a startup with early termination and competition risks. - Tim Leung; Zongxi Li (Risk Decis. Anal., 2017)

Mean Reverting Portfolios via Penalized OU-Likelihood Estimation. - Jize Zhang; Tim Leung; Aleksandr Y. Aravkin (CDC, 2018)

A Relaxed Optimization Approach for Cardinality-Constrained Portfolios. - Jize Zhang; Tim Leung; Aleksandr Y. Aravkin (ECC, 2019)

A Stochastic Control Approach to Futures Trading with Regime Switching. - Tim Leung; Yang Zhou (ACC, 2020)

Sparse mean-reverting portfolios via penalized likelihood optimization. - Jize Zhang; Tim Leung; Aleksandr Y. Aravkin (Autom., 2020)

Special Issue on AI and FinTech: The Challenge Ahead. - Longbing Cao; George Yuan; Tim Leung; Wei Zhang 221 (IEEE Intell. Syst., 2020)

Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model. - Tim Leung; Yang Zhou (ACC, 2021)