Investment with restricted stock and the value of information. - Weixing Wu; Yongxiang Wang (Appl. Math. Comput., 2005)

On solutions to backward stochastic partial differential equations for Lévy processes. - Qing Zhou; Yong Ren; Weixing Wu (J. Comput. Appl. Math., 2011)

Partnership dissolution and proprietary information. - Jianpei Li; Yi Xue; Weixing Wu (Soc. Choice Welf., 2013)

An accurate binomial model for pricing American Asian option. - Jian Liu; Weixing Wu; Jingfeng Xu; Haijian Zhao (J. Syst. Sci. Complex., 2014)

On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information. - Qing Zhou; Yong Ren; Weixing Wu (J. Syst. Sci. Complex., 2017)

Short- and Long-Run Business Conditions and Expected Returns. - Qi Liu; Libin Tao; Weixing Wu; Jianfeng Yu (Manag. Sci., 2017)

Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion. - Qing Zhou; Qian Wang; Weixing Wu (J. Syst. Sci. Complex., 2019)

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation. - Ziqi Lei; Qing Zhou; Weixing Wu; Zengwu Wang (J. Syst. Sci. Complex., 2023)