Jinzhi Li

Optimal Investment for the Insurers in Markov-Modulated Jump-Diffusion Models

Haiying Liu, Jinzhi Li, 2014, Computational Economics.

Bayesian estimation of the stochastic volatility model with double exponential jumps

Jinzhi Li, 2021, Review of Derivatives Research.

A modeling study of transport through composite membrane with support pore location distributing randomly based on 2D Voronoi tessellations

Cong-jie Gao, Yong Zhou, Mengqi Shi, 2023, Desalination.

Optimal Investment for the Insurers in Markov-Modulated Jump-Diffusion Models

Haiying Liu, Jinzhi Li, 2015 .