A stochastic maximum principle for backward control systems with random default time. - Yang Shen 003; Tak Kuen Siu (Int. J. Control, 2013)

Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. - Yang Shen 003; Tak Kuen Siu (Oper. Res. Lett., 2013)

Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. - Yang Shen 003; Qingxin Meng 003; Peng Shi 001 (Autom., 2014)

Consumption-investment strategies with non-exponential discounting and logarithmic utility. - Qian Zhao; Yang Shen 003; Jiaqin Wei (Eur. J. Oper. Res., 2014)

Mean-variance portfolio selection under a constant elasticity of variance model. - Yang Shen 003; Xin Zhang 012; Tak Kuen Siu (Oper. Res. Lett., 2014)

Mean-variance portfolio selection in a complete market with unbounded random coefficients. - Yang Shen 003 (Autom., 2015)

Static Hedging of Geometric Average Asian Options with Standard Options. - Shuai Wang; Yang Shen 003; Linyi Qian (Commun. Stat. Simul. Comput., 2015)

Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. - Qingxin Meng 003; Yang Shen 003 (J. Comput. Appl. Math., 2015)

A revisit to stochastic near-optimal controls: The critical case. - Qingxin Meng 003; Yang Shen 003 (Syst. Control. Lett., 2015)

How do capital structure and economic regime affect fair prices of bank's equity and liabilities? - Donatien Hainaut; Yang Shen 003; Yan Zeng (Ann. Oper. Res., 2018)

Portfolio selection with regime-switching and state-dependent preferences. - Jiaqin Wei; Yang Shen 003; Qian Zhao (J. Comput. Appl. Math., 2020)

Portfolio selection with parameter uncertainty under α maxmin mean-variance criterion. - Xingying Yu; Yang Shen 003; Xiang Li; Kun Fan (Oper. Res. Lett., 2020)

A dynamic pricing game for general insurance market. - Danping Li; Bin Li; Yang Shen 003 (J. Comput. Appl. Math., 2021)

H2/H∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching. - Meijiao Wang; Qingxin Meng 003; Yang Shen 003 (J. Syst. Sci. Complex., 2021)

Dynamic asset-liability management problem in a continuous-time model with delay. - A. Chunxiang; Yang Shen 003; Yan Zeng (Int. J. Control, 2022)

Mean-Variance Portfolio Selection in Contagious Markets. - Yang Shen 003; Bin Zou 005 (SIAM J. Financial Math., 2022)

Stochastic H2/H∞ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise. - Meijiao Wang; Qingxin Meng 003; Yang Shen 003; Peng Shi 001 (J. Optim. Theory Appl., 2023)

Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model. - Fan Wu; Yang Shen 003; Xin Zhang 012; Kai Ding (J. Optim. Theory Appl., 2024)

Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. - Len Patrick Dominic M. Garces; Yang Shen 003 (Eur. J. Oper. Res., 2025)