2009年

[1]Lishang Jiang and Harry Zheng, Basket CDS Pricing with Interacting Intensities , Finance and Stochastics, Vol.13,(2009) , 445-459.

[2]Bei Hu,Jin Liang and Lishang Jiang,Optimal convergence rate of the explicit finite difference scheme for American option valuation, Journal of Computational and Applied Math,Vol.230 (2009) , 583-599.

[3]Min Dai, Lishang Jiang. Peifan Li, and Fahuai Yi,Finite horizon optimal investment and consumption with transaction costs. SIAM J. Control Optim. 48 (2009), no.2, 1134–1154.

[4]Y. Dong, G. Wang. On the Renewal Risk Model Under a Threshold Strategy. Journal of Computational and Applied Mathematics. Journal of Computational and Applied Mathematics 2009, 230, 22-33.

[5]Ji Fan,Wanghui YU, Strong solution to the compressible magnetohydro dynamic equations with vaccum, Nonlinear Analysis: Real world Applications, V.10 (2009), 392-409.

[6]Lanfen Dang, Ning Zhu, Haiming Zhang. Survival Probability for A Two-dimensional Risk Model. Insurance: Mathematics and Economics 2009, 44, 491-496.

2010年

[1]Jin Liang, Bei Hu and Lishang Jiang, Optimal convergence rate of the binomial tree scheme for American options with jump diffusion and their free boundaries, SIAM J. Financial Math,Vol.1, No.1,(2010),30-65,

[2]毕玉升,林建伟,任学敏,姜礼尚,王效俐.银行间互相持有次级债券的风险分析.管理科学学报,Vol.17,No.5,(2010),66-75.

[3]Q. Tang, G. Wang, Yuen, K. C. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Insurance: Mathematics and Economics 2010，46(2), 362-370.

[4]S. Wang, C. Zhang, G. Wang, A constant interest risk model with tax payments. Stochastic Models 2010, 26(3), 384-398.

[5]Yun BAI, Xingye YUE, Qingfeng ZENG.Multi-scale modeling and numerical simulation for CVI process.Comm. Comput. Phys. V.7(2010),597-612.

[6]Z. Kang and S. Stojanovic, Interest rate risk premium and equity valuation, J. Systems Sci & Comp 23 (2010) 484-498.

[7]刘亮.美国次贷危机与亚洲金融危机的比较.金融教学与研究，2010年第1期

2011年

[1]Kwang Ik Kim , Hyun Suk Park, & Xiaosong Qian, A mathematical modeling for the Lookback Option with Jump-diffusion using Binomial Tree Method,J. Comput. Appl. Math., 235 (2011), 5140-5154.

[2]Gechun Liang and Lishang Jiang，A Modified Structural Model for Credit Risk, IMA Journal of Management Mathematics Advance Access Published April 26,(2011),1-24.

[3]B.Bian, M.Dai,L.Jiang, Q.Zhang,Y.Zhong，Optimal Decision for Selling an Illiquid Stock, Journal of Optimization Theory and Applications, Vol.151, No.2,(2011)

[4]Dong, Y., Wang, G, Wu, R. Pricing zero-coupon bond and its fair premium under a structural credit risk model with jumps. Journal of Applied Probability 2011, 42 (2), 404-419.

[5]Song Liping & Yu Wanghui, A parabolic variational inequality related to the perpetual American executive stock options, Nonlinear Analysis 74 (2011) ,6583–6600.

[6]Tao YU, Xingye YUE.Residual-free bubble methods for numerical homogenization of elliptic problems,Comm. Math. V.9(2011),1163-1176.

[7]S. Stojanovic, Neutral and Indifference Portfolio Pricing, Hedging & Investing, hardcover , Springer, New York, 2011.

[8]刘亮.美国次贷危机对欧洲主权债务危机的传染.南方金融. 2011.12，60-63

[9]印梅,王光伟.江苏省外贸出口的价格弹性及收入研究.江苏商论. 2011年第8期

[10]印梅,王光伟.人民币汇率变动对江苏省进出口贸易的影响.江苏国际金融. 2011年第3期

[11] Srdjan Stojanovic, Neutral and Indifference Portfolio Pricing,Hedging and Investing: With applications in Equity and FX ,Springer, New York,(2011)

[12]刘亮，资本约束与商业银行信贷亲周期研究，上海：复旦大学出版社 ，2011年12月

2012年

[1]Xiaosong Qian, Lishang Jiang, Cheng-long Xu & Sen Wu, Explicit formulas for pricing of callable Mortgage-Backed Securities in a case of prepayment rate negatively correlated with interest rates, J. Math. Anal. Appl. 2012 Vol 393,421-433, DOI: http://dx.doi.org/10.1016/j.jmaa.2012.03.057.

[2]L.Jiang, B.Bian, The Regularized Implied Local Volatility Equations-A New Model to Recover the Volatility of Underlying Asset from Observed Market Option Price，Discrete and Continuous Dynamical Systems, Series B, Vol.17,No.6,(2012).

[3]Y. Dong, G. Wang.The dependence of assets and default threshold with thinning- dependence structure. Journal of Industrial and Management Optimization 2012. (录用)

[4]Y. Dong, G. Wang. Fair valuation of life insurance contracts under a two-sided jump diffusion model. Commuications in statistics-Theory and methods 2012. (录用)

[5]H. Meng , G.Wang. On the Expected Discounted Penalty Function in a Delayed- claims Risk Model. Acta Mathematicae Applicatae Sinica, English Series 2012, Vol.28 (2), 215-224.

[6]Tao YU, Xingye YUE.Exponentially fitted local discontinuous Galerkin Method for convection-diffusion problems.J. Comput. Math. V.302012,298-310.

[7]Bei Hu, Lishang Jiang, Jin Liang and Wei Wei,A fully non-linear PDE problem from pricing CDS with counterparty risk, Discrete and Continuous Dynamical Systems – Series B (DCDS-B),Vol. 17, no. 6 (2012), 2001 - 2016.

[8]Y. Cui and S. Stojanovic , Equity valuation under stock dilution and buy-back, accepted for publication in Discrete and Continuous Dynamical Systems - Series B（2012.12）(DCDS-B).

[9]赵玉娟,王光伟.服务业FDI,制造业FDI的技术进步效应比较研究.统计与决策.2012年第4期