Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Math. Methods Oper. Res., 2021)

Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. - Jingtang Ma; Wensheng Yang 004; Zhenyu Cui (J. Comput. Appl. Math., 2022)

A general valuation framework for rough stochastic local volatility models and applications. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Eur. J. Oper. Res., 2025)