Pricing barrier options under stochastic volatility framework. - Yunfei Zhai; Xiuchun Bi; Shuguang Zhang (J. Syst. Sci. Complex., 2013)

Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. - Xiuchun Bi; Shuguang Zhang (J. Syst. Sci. Complex., 2015)

Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. - Zhaoli Jia; Xiuchun Bi; Shuguang Zhang (J. Syst. Sci. Complex., 2015)

Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. - Jingjing Song; Xiuchun Bi; Rong Li; Shuguang Zhang (Appl. Math. Comput., 2017)

Pricing credit derivatives under fractional stochastic interest rate models with jumps. - Jiaojiao Zhang; Xiuchun Bi; Rong Li; Shuguang Zhang (J. Syst. Sci. Complex., 2017)

Several Properties of a Nonstandard Renewal Counting Process and Their Applications. - Rong Li; Xiuchun Bi; Shuguang Zhang (J. Syst. Sci. Complex., 2020)