Shen-Dan Ji

The lead–lag relationship between stock index and stock index futures: A thermal optimal path method

Fei Ren, Sai-Ping Li, Fei Ren, 2016 .

Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets

Sai-Ping Li, Xiongfei Jiang, Fei Ren, 2019, Physica A: Statistical Mechanics and its Applications.

Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

Huiying Sun, M. Li, Shen-Dan Ji, 2014 .