Optimal portfolio and consumption with habit formation in a jump diffusion market. - Xinfeng Ruan; Wenli Zhu; Jin Hu 002; Jiexiang Huang (Appl. Math. Comput., 2013)

Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity. - Jiexiang Huang; Wenli Zhu; Xinfeng Ruan (J. Appl. Math., 2013)

Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market. - Xinfeng Ruan; Wenli Zhu; Jiexiang Huang; Shuang Li (J. Appl. Math., 2013)

Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market. - Xinfeng Ruan; Wenli Zhu; Jin Hu 002; Jiexiang Huang (Appl. Math. Comput., 2014)

Exponential Stability of Stochastic Differential Equation with Mixed Delay. - Wenli Zhu; Jiexiang Huang; Xinfeng Ruan; Zhao Zhao (J. Appl. Math., 2014)

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity. - Jiexiang Huang; Wenli Zhu; Xinfeng Ruan (J. Comput. Appl. Math., 2014)

A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate". - Xinfeng Ruan; Wenjun Zhang 007 (J. Comput. Appl. Math., 2019)