| Analytically pricing double barrier options based on a time-fractional Black–Scholes equation W Chen, X Xu, SP Zhu Computers & Mathematics with Applications 69 (12), 1407-1419, 2015 | 114 | 2015 |
| A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility SP Zhu, WT Chen Computers & Mathematics with Applications 62 (1), 1-26, 2011 | 91 | 2011 |
| Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative W Chen, X Xu, S Zhu Quarterly of Applied Mathematics 72 (3), 597-611, 2014 | 65 | 2014 |
| A predictor–corrector approach for pricing American options under the finite moment log-stable model W Chen, X Xu, SP Zhu Applied Numerical Mathematics 97, 15-29, 2015 | 46 | 2015 |
| A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean XJ He, W Chen Mathematics and Financial Economics 15 (2), 381-396, 2021 | 43 | 2021 |
| The pricing of credit default swaps under a generalized mixed fractional Brownian motion X He, W Chen Physica A: Statistical Mechanics and its Applications 404, 26-33, 2014 | 35 | 2014 |
| Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching XJ He, W Chen IMA Journal of Management Mathematics 33 (2), 255-272, 2022 | 33 | 2022 |
| Forecasting corporate failure in the Chinese energy sector: A novel integrated model of deep learning and support vector machine W Xu, Y Pan, W Chen, H Fu Energies 12 (12), 2251, 2019 | 32 | 2019 |
| Pricing Parisian and Parasian options analytically SP Zhu, WT Chen Journal of Economic Dynamics and Control 37 (4), 875-896, 2013 | 30 | 2013 |
| Numerically pricing American options under the generalized mixed fractional Brownian motion model W Chen, B Yan, G Lian, Y Zhang Physica A: Statistical Mechanics and its Applications 451, 180-189, 2016 | 26 | 2016 |
| An inverse finite element method for pricing American options SP Zhu, WT Chen Journal of Economic Dynamics and Control 37 (1), 231-250, 2013 | 23 | 2013 |
| Stock loan valuation under a stochastic interest rate model W Chen, L Xu, SP Zhu Computers & Mathematics with Applications 70 (8), 1757-1771, 2015 | 20 | 2015 |
| A HODIE finite difference scheme for pricing American options Z Cen, W Chen Advances in Difference Equations 2019, 1-17, 2019 | 18 | 2019 |
| A new analytical approximation for European puts with stochastic volatility SP Zhu, WT Chen Applied Mathematics Letters 23 (6), 687-692, 2010 | 18 | 2010 |
| Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives W Chen, K Du, X Qiu Physica A: Statistical Mechanics and its Applications 491, 37-44, 2018 | 16 | 2018 |
| Pricing perpetual American options under a stochastic-volatility model with fast mean reversion SP Zhu, WT Chen Applied mathematics letters 24 (10), 1663-1669, 2011 | 15 | 2011 |
| Basic theory of traditional Chinese medicine 孟庆云 中国中医药出版社, 2006 | 15 | 2006 |
| An explicit closed-form analytical solution for European options under the CGMY model W Chen, M Du, X Xu Communications in Nonlinear Science and Numerical Simulation 42, 285-297, 2017 | 14 | 2017 |
| Pricing European call options under a hard-to-borrow stock model G Ma, SP Zhu, W Chen Applied Mathematics and Computation 357, 243-257, 2019 | 13 | 2019 |
| A spectral-collocation method for pricing perpetual American puts with stochastic volatility SP Zhu, WT Chen Applied mathematics and computation 217 (22), 9033-9040, 2011 | 13 | 2011 |
