A Variational Inequality Arising from European Installment Call Options Pricing. - Fahuai Yi; Zhou Yang 001; Xiaohua Wang (SIAM J. Math. Anal., 2008)

Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality. - Zhou Yang 001; Shanjian Tang (SIAM J. Control. Optim., 2013)

Optimal Trend Following Trading Rules. - Min Dai; Zhou Yang 001; Qing Zhang; Qiji Jim Zhu (Math. Oper. Res., 2016)

Optimal Consumption and Portfolio Selection with Early Retirement Option. - Zhou Yang 001; Hyeng Keun Koo (Math. Oper. Res., 2018)

Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. - Xiangyu Wang; Jianming Xia; Zuo Quan Xu; Zhou Yang 001 (SIAM J. Financial Math., 2022)

Robust Control Problems of BSDEs Coupled with Value Functions. - Zhou Yang 001; Jing Zhang; Chao Zhou (SIAM J. Financial Math., 2023)

Portfolio-consumption choice problem with voluntary retirement and consumption constraints. - Ruifeng Mai; Zhou Yang 001; Yingyi Lai; Jianwei Lin (J. Comput. Appl. Math., 2024)

Optimal Investment Strategy for α-Robust Utility Maximization Problem. - Zhou Yang 001; Danping Li; Yan Zeng; Guanting Liu (Math. Oper. Res., 2025)