Xiuchun Bi

Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints

Rong Li, Shuguang Zhang, Jingjing Song, 2017, Appl. Math. Comput..

Pricing credit derivatives under fractional stochastic interest rate models with jumps

Rong Li, Shuguang Zhang, Xiuchun Bi, 2017, J. Syst. Sci. Complex..

Pricing barrier options under stochastic volatility framework

Shuguang Zhang, Xiuchun Bi, Yunfei Zhai, 2013, J. Syst. Sci. Complex..

Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment

Shuguang Zhang, Xiuchun Bi, X. Bi, 2015, J. Syst. Sci. Complex..

Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process

Shuguang Zhang, Xiuchun Bi, Zhaoli Jia, 2015, J. Syst. Sci. Complex..

Several Properties of a Nonstandard Renewal Counting Process and Their Applications

Shuguang Zhang, Xiuchun Bi, Rong Li, 2020, J. Syst. Sci. Complex..

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

Xiuchun Bi, Shuguang Zhang, Zhonghao Zheng, 2013, 1306.0176.