Survival and Stationary Distribution in a Stochastic SIS Model by Yanli Zhou, Weiguo Zhang, Sanling Yuan

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The Existence of Positive Solution of a Nonlinear Problem on Unit Circle by Na Wei, Yanli Zhou, Xiangyu Ge

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Fractional Order Stochastic Differential Equation with Application in European Option Pricing by Qing Li, Yanli Zhou, Xinquan Zhao, Xiangyu Ge

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Regression Analysis for Outcome-Dependent Sampling Design under the Covariate-Adjusted Additive Hazards Model by Yingli Pan, Songlin Liu, Yanli Zhou, Guangyu Song

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Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market by Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee

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A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations by Yanli Zhou, Yonghong Wu, Xiangyu Ge, B. Wiwatanapataphee

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Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate by Shuang Li, Shican Liu, Yanli Zhou, Yonghong Wu, Xiangyu Ge

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The Study of Mean-Variance Risky Asset Management with State-Dependent Risk Aversion under Regime Switching Market by Shuang Li, Yu Yang, Yanli Zhou, Yonghong Wu, Xiangyu Ge

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