| Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations R Liu, Z Wu Advances in Difference Equations 2018, 1-12, 2018 | 10 | 2018 |
| Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses R Liu, Z Wu, Q Zhang Automatica 115, 108912, 2020 | 7 | 2020 |
| Well-posedness of fully coupled linear forward-backward stochastic differential equations R Liu, Z Wu Journal of Systems Science and Complexity 32 (3), 789-802, 2019 | 3 | 2019 |
| Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon T Chen, R Liu, Z Wu Journal of Systems Science and Complexity 36 (2), 457-479, 2023 | 2 | 2023 |
| Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs L Li, R Liu, M Rutkowski arXiv preprint arXiv:2212.12854, 2022 | 2 | 2022 |
| An optimal pricing policy under a Markov chain model R Liu, J Tie, Z Wu, Q Zhang Science China Mathematics, 1-16, 2021 | 2 | 2021 |
| Vulnerable European and American options in a market model with optional hazard process L Li, R Liu, M Rutkowski arXiv preprint arXiv:2212.12860, 2022 | 1 | 2022 |
| Pairs Trading: An Optimal Selling Rule with Constraints R Liu, J Tie, Z Wu, Q Zhang arXiv preprint arXiv:2307.15300, 2023 | | 2023 |
| Equity Protection Swaps: An New Type of Insurance for Superannuation H Xu, R Liu arXiv preprint arXiv:2305.09472, 2023 | | 2023 |
| Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations R Liu, Z Wu, D Zhang ESAIM: Control, Optimisation and Calculus of Variations 28, 82, 2022 | | 2022 |
