1. A Markov chain approximation scheme for option pricing under skew diffusions. Issue 3 (4th March 2021) Authors: Ding, Kailin; Cui, Zhenyu; Wang, Yongjin Journal: Quantitative finance Issue: Volume 21:Issue 3(2021) Page Start: 461 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A new representation of the risk-neutral distribution and its applications. Issue 5 (4th May 2022) Authors: Cui, Zhenyu; Xu, Yuewu Journal: Quantitative finance Issue: Volume 22:Issue 5(2022) Page Start: 817 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. An efficient and stable method for short maturity Asian options. Issue 12 (27th July 2018) Authors: Chatterjee, Rupak; Cui, Zhenyu; Fan, Jiacheng; Liu, Mingzhe Journal: Journal of futures markets Issue: Volume 38:Issue 12(2018) Page Start: 1470 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. An ultrahighly permeable-selective nanofiltration membrane mediated by an in situ formed interlayer. Issue 10 (27th February 2020) Authors: Hao, Yufan; Li, Quan; He, Benqiao; Liao, Bo; Li, Xianhui; Hu, Mengyang; Ji, Yanhong; Cui, Zhenyu; Younas, Mohammad; Li, Jianxin Journal: Journal of materials chemistry Issue: Volume 8:Issue 10(2020) Page Start: 5275 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Antibacterial and environmentally friendly chitosan/polyvinyl alcohol blend membranes for air filtration. (15th October 2018) Authors: Wang, Zhen; Yan, Feng; Pei, Hongchang; Li, Jianxin; Cui, Zhenyu; He, Benqiao Journal: Carbohydrate polymers Issue: Volume 198(2018) Page Start: 241 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Detecting and identifying arbitrage in the spot foreign exchange market. Issue 1 (2nd January 2020) Authors: Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong Journal: Quantitative finance Issue: Volume 20:Issue 1(2020) Page Start: 119 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Enhanced UV–vis photoinduced hydrogen evolution of metalloporphyrin sensitized PSf/TiO2 MMMs by varying center metal ion complexed in porphyrin. (15th March 2022) Authors: Chen, Yanting; Wang, Mingxia; Yan, Feng; Wang, Wei; Qu, Yuning; Fang, Hongbo; Cui, Zhenyu; He, Benqiao; Li, Jianxin Journal: Fuel Issue: Volume 312(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Fabricating PVDF hollow fiber microfiltration membrane with a tenon-connection structure via the thermally induced phase separation process to enhance strength and permeability. (February 2019) Authors: Cui, Zhenyu; Li, Wei; Zeng, Haiyi; Tang, Xiuxiu; Zhang, Jing; Qin, Shuhao; Han, Na; Li, Jianxin Journal: European polymer journal Issue: Volume 111(2019) Page Start: 49 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. First hitting time of integral diffusions and applications. Issue 3 (3rd July 2017) Authors: Cui, Zhenyu; Nguyen, Duy Journal: Stochastic models Issue: Volume 33:Issue 3(2017) Page Start: 376 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Full‐fledged SABR Through Markov Chains. Issue 102 (26th July 2019) Authors: Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy Journal: Wilmott Issue: Volume 2019:Issue 102(2019) Page Start: 74 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗