On perpetual American put valuation and first-passage in a regime-switching model with jumps. - Zhengjun Jiang; Martijn Pistorius (Finance Stochastics, 2008)

The Cooling Principle of High Temperature Exchange Machinery System with Plenty of Cold Source. - Ping Qi; Jingshun Qiao; Jing Tian; Zhengjun Jiang; Qiaoyun Han (ICDMA, 2011)

Optimal dividend distribution under Markov regime switching. - Zhengjun Jiang; Martijn Pistorius (Finance Stochastics, 2012)

Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching. - Zhengjun Jiang (J. Appl. Probab., 2015)

Efficient leakage-resilient blind and partially blind signatures. - Shuguang Dai; Zhengjun Jiang; Fangguo Zhang (Int. J. Embed. Syst., 2018)