Fast numerical valuation of options with jump under Merton's model. - Wansheng Wang; Yingzi Chen (J. Comput. Appl. Math., 2017)

Privacy-Preserving Credit Scoring on Cloud. - Jilin Wang; Yingzi Chen; Xiaoqing Feng (ICCCS (3), 2018)

Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions. - Yingzi Chen; Aiguo Xiao; Wansheng Wang (J. Comput. Appl. Math., 2019)

On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance. - Wansheng Wang; Yingzi Chen; Hua Fang (SIAM J. Numer. Anal., 2019)

Implicit-explicit high-order methods for pricing options under Merton's jump-diffusion models. - Yingzi Chen; Wansheng Wang (J. Appl. Math. Comput., 2025)