Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix. - Yi Hong 010; Xing Jin (Eur. J. Oper. Res., 2018)

Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model. - Yi Hong 010; Xing Jin 004 (Eur. J. Oper. Res., 2022)

Market-consistent economic scenario generation system for treasury bond yields with the Smith-Wilson method. - Jiawei Du; Yi Hong 010 (Expert Syst. Appl., 2025)