Physical Review b, vol. 105, no. 11, 2022-03
CHAOS SOLITONS & FRACTALS, vol. 150, 2021-09
OPERATIONS RESEARCH LETTERS, vol. 48, no. 5, page. 549 - 551, 2020-09
INSURANCE MATHEMATICS & ECONOMICS, vol. 94, page. 25 - 39, 2020-09
INSURANCE MATHEMATICS & ECONOMICS, vol. 88, page. 44 - 56, 2019-09
Operations Research, vol. 64, no. 4, page. 1015 - 1032, 2016-07
Operations Research Letters, vol. 42, no. 3, page. 208 - 212, 2014-05
QUANTITATIVE FINANCE, vol. 13, no. 6, page. 885 - 895, 2013-06-01
OPERATIONS RESEARCH LETTERS, vol. 39, no. 3, page. 180 - 187, 2011-05
QUANTITATIVE FINANCE, vol. 9, no. 7, page. 819 - 825, 2009-01
JOURNAL OF BANKING & FINANCE, vol. 32, no. 12, page. 2617 - 2627, 2008-12
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, vol. 10, no. 3, page. 271 - 281, 2008-07
OPERATIONS RESEARCH LETTERS, vol. 36, no. 2, page. 177 - 183, 2008-03
JOURNAL OF FINANCE, vol. 62, no. 5, page. 2329 - 2366, 2007-10
APPLIED MATHEMATICS AND COMPUTATION, vol. 191, no. 1, page. 239 - 252, 2007-08-01
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, vol. 44, no. 1, page. 139 - 150, 2007-01