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Valuing catastrophe equity put options with liquidity risk, default risk and jumps Journal article
North American Journal of Economics and Finance,2025, volume: 76
Authors:  Tang, Chao;  Chen, Peimin;  Zhang, Shu
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Volatility forecasts by clustering: Applications for VaR estimation Journal article
International Review of Economics and Finance,2024, volume: 94
Authors:  Wang, Zijin;  Chen, Peimin;  Liu, Peng;  Wu, Chunchi
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Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model Journal article
Review of Quantitative Finance and Accounting,2024, volume: 62, issue: 3, pages: 911-951
Authors:  Zhang, Shu;  Chen, Peimin;  Wu, Chunchi
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The optimal investment problem with inflation and liquidity risk Journal article
Journal of Computational and Applied Mathematics,2024, volume: 438
Authors:  Chen, Xinyue;  Chen, Peimin;  He, Yong;  Wang, Xiaoyang
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Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty Journal article
Chaos, Solitons and Fractals,2023, volume: 172
Authors:  Zhao, Pingping;  Wang, Tong;  Song, Aimin;  Chen, Peimin
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THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 6, pages: 4551-4590
Authors:  Zhou, Xia;  Chen, Peimin
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A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility Journal article
Journal of Computational and Applied Mathematics,2023, volume: 423
Authors:  He, Yong;  Chen, Peimin;  He, Lin
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OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888
Authors:  Li, Sheng;  Yuan, Wei;  Chen, Peimin
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Optimal impulse dividend and capital injection model with proportional and fixed transaction costs Journal article
Mathematical Methods in the Applied Sciences,2023, volume: 46, issue: 5, pages: 4942-4964
Authors:  Luo, Xiankang;  Zhu, Quanxin;  Zhang, Ying;  Chen, Peimin
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N-Fold compound option pricing with technical risk under fractional jump-diffusion model Journal article
Optimization,2023, volume: 72, issue: 3, pages: 713-735
Authors:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
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