学术研究

[01].Xiaofeng Yang, Jinping Yu, Shenghong Li. Pricing permanent convertible bond in EVG model. Applied Mathematics, A Journal of Chinese Universities (SCI). Vol 27, Series B, No.3, 2012

[02].Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang. Pricing model of interest rate swap with a bilateral default risk. Journal of Computational and Applied Mathematics. 234:512-517,2010 (SCI,SSCI)

[03].Sun Chao, Yang Jing-Yang, Li Sheng-Hong. On reset option pricing in binomial market with both fixed and proportional transaction costs. Appl. Math. Comput. 193 (2007), no. 1, 143–153. (SCI)

[04].Sun Chao, Yang Jing-Yang, Li Sheng-Hong. On barrier option pricing in binomial market with transaction costs. Applied Mathematics and Computation 198(2007) 1505-1516. (SCI)

[05].Jingyang Yang, Yoon Choi, Shenghong Li, Jinping Yu. A note on "Monte Carlo analysis of convertible bonds with reset clause". European Journal of Operational Research. 200: 924-925, 2010. (SCI)

[06].Jinping Yu, Xiaofeng Yang, Shenghong Li, Guimei Liu. Pricing permanent American capped-call option in EVG model. International Conference on Business Intelligence and Financial Engineering. 183-186, 2010. (EI)

[7].Xiaofeng Yang, Jinping Yu, Shenghong Li, Cristoforo A. J..The PIDE pricing model of interest rate swap with default risk under Variance Gamma process. 3rd IEEE International Conference on Computer Science and Information Technology. 174-177,2010. (EI)

[08].Yuxian Zheng, Ming Lu, Jinping Yu, Xiaofeng Yang. Convertible bond pricing based on Variance Gamma model. 3rd IEEE International Conference on Computer Science and Information Technology. 427-431,2010. (EI)

[09].Jinping Yu, Xiaofeng Yang, Shenghong Li, Xiaohu Yang. Pricing convertible bond with call clause in variance gamma model. International Conference on Business Intelligence and Financial Engineering. 668-672, 2009. (EI)

[10].Jinping Yu, Xiaofeng Yang, Shenghong Li. Portfolio optimization with CVaR under VG process. Research in International Business and Finance. 23:107-116, 2009.

[11].BING-WEI LI et al., Phys. Lett. A 374,3752 (2010).

[12].BING-WEI LI et al., EPL 91,34001 (2010).

[13].BING-WEI LI et al., Phys. Rev. E 86, 046207 (2012).

[14].BING-WEI LI et al., Phys. Rev. E 87, 042905 (2013).

[15].BING-WEI LI et al., J. Chem. Phys. 140, 184901 (2014).

[16].俞金平, 李胜宏. 基于跳扩散模型的资产证券化定价. 浙江大学学报(理学版). 35:160-162, 2008.

[17].俞金平, 朱一鸣. 收益率曲线理论及其应用的回顾与展望. 中国银行间债券市场研究－全国银行间债券市场十周年征文论文选编, P220-226. 中国金融出版社. 2008.12.

[18].包峰, 俞金平, 李胜宏. CVaR对VaR的改进与发展. 山东师范大学学报(自然科学版). 20(4):95-96, 2005.