Li Chen,Yong Ma. The AI frenemy: Investor reliance and welfare[J]. Economics Letters,2026,Vol.264: 112981.
Yong Ma,Li Chen,Jianping Lyu. Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility[J]. Communications in Statistics - Theory and Methods,2023,Vol.52(7): 2043-2056.
Li Chen, Yong Ma, Weilin Xiao.Pricing defaultable bonds under Hawkes jump-diffusion processes[J].Finance Research Letters, 2022, 47:102738.