, Jilin University, China

• ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
  Pricing perpetual timer option under the stochastic volatility model of Hull–White
  Abstract
• ANZIAM Journal Vol. 55 (2013) - Articles for Printed Issues
  A closed-form pricing formula for variance swaps with mean-reverting Gaussian volatility
  Abstract
• ANZIAM Journal Vol. 63 (2021) - Special Issue for Financial Mathematics, Probability and Statistics
  Option pricing under the fractional stochastic volatility model
  Abstract