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1. The Commonality of Sovereign Credit Risk: A Rating-Based Approach
   (with Haitao Li and Tao Li)

   • Presented at: 2017 AFA meetings, 2016 WFA meetings, 2017 INFORMS Annual Meeting, 2014 CICF, 2014 EFMA Annual Meeting, 2014 North American Winter Meeting of the Econometric Society
   • This paper won: GARP Risk Management Research Award (selected by the GARP Award Review Committee, announced at the EFMA 2014 Annual Meeting)

2. Option investors' wisdom
   (with Yingcong Michael Tang)

3. Option pricing under the price-limit mechanism
   (with Ning Cai)

4. Portfolio of corporate CDS spreads: A rating-based approach
   (with Haitao Li and Tao Li)

5. Applications of Jacobi diffusion in regulated market and credit risk
   (with Yuzhen Zhou)

6. The stochastic portfolio optimization with a credit default swap
   (with Dan Tang and Yongjin Wang)

7. On the hitting time density for reflected OU processes: with an application to the regulated market
   (with Yingjie Li)