ORCID as entered in ROS

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2025, 'Data-Driven interval robust optimization method of VPP Bidding strategy in spot market under multiple uncertainties', Applied Energy, 384, http://dx.doi.org/10.1016/j.apenergy.2025.125366
,2024, 'Equity protection swaps: investment insurance for superannuation accounts', Quantitative Finance, 24, pp. 1773 - 1797, http://dx.doi.org/10.1080/14697688.2024.2435037
,2024, 'Penalization schemes for BSDEs and reflected BSDEs with generalized driver', Probability Uncertainty and Quantitative Risk, 9, pp. 301 - 338, http://dx.doi.org/10.3934/puqr.2024014
,2023, 'Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon', Journal of Systems Science and Complexity, 36, pp. 457 - 479, http://dx.doi.org/10.1007/s11424-023-1272-3
,2022, 'An optimal pricing policy under a Markov chain model', Science China Mathematics, 65, pp. 1065 - 1080, http://dx.doi.org/10.1007/s11425-020-1799-2
,2022, 'Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations', ESAIM Control Optimisation and Calculus of Variations, 28, http://dx.doi.org/10.1051/cocv/2022073
,2020, 'Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses', Automatica, 115, http://dx.doi.org/10.1016/j.automatica.2020.108912
,2019, 'Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations', Journal of Systems Science and Complexity, 32, pp. 789 - 802, http://dx.doi.org/10.1007/s11424-018-7424-1
,2018, 'Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations', Advances in Difference Equations, 2018, http://dx.doi.org/10.1186/s13662-018-1510-5
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