| Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization J Ma, W Li, H Zheng European Journal of Operational Research 262 (3), 851-862, 2017 | 15 | 2017 |
| Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model J Ma, W Li, H Zheng European Journal of Operational Research 280 (2), 428-440, 2020 | 14 | 2020 |
| Demand for non-life insurance under habit formation W Li, KS Tan, P Wei Insurance: Mathematics and Economics 101, 38-54, 2021 | 9 | 2021 |
| Optimal investment strategies for general utilities under dynamic elasticity of variance models W Li, J Ma Quantitative Finance 18 (8), 1379-1388, 2018 | 6 | 2018 |
| Stochastic lattice models for valuation of volatility options J Ma, W Li, X Han Economic Modelling 47, 93-104, 2015 | 6 | 2015 |
| Least-squares Monte-Carlo methods for optimal stopping investment under CEV models J Ma, Z Lu, W Li, J Xing Quantitative Finance 20 (7), 1199-1211, 2020 | 5 | 2020 |
| Laplace bounds approximation for American options J Ma, Z Cui, W Li Probability in the Engineering and Informational Sciences 36 (2), 514-547, 2022 | 4 | 2022 |
| Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach JT Ma, WY Li, ZY Cui Journal of the Operations Research Society of China 6, 25-47, 2018 | 3 | 2018 |
| Individual insurance choice: A stochastic control approach W Li University of Waterloo, 2023 | | 2023 |
