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[31] , Wang Haibo,Li Ping.A Factor Model for the Calculation of Portfolio Credit VaR,Procedia Computer Science
[32] , Yan Jia-An,Li Ping.Growth optimal portfolio for a discrete-time financial market. Advances in Mathematics
[33] , Xia Jian-Ming,Li Ping.Minimal martingale measures for discrete-time incomplete financial markets. Acta mathematicae Applicatae Sinica
[34] ,Yan Jia-An, Xia Jian-Ming,Li Ping..Martingale measure method for Utility maximization in discrete-time incomplete financial market
[35] ,Chen Housheng,Li Ping.A Copula Approach to Default Correlation and the Pricing of Basket Default Swap, American Journal of Mathematical and Management Sciences (AJMMS)
[36] , LiuJie,Li Ping.Design and Pricing of Chinese Contingent Convertible Bonds，Journal of Systems Science and Information
[37] ,G.D. Huang, P., Shi, P.,Li.A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. Lecture Notes in Computer Science
[38] , Zhang SM, Deng XT, Chen HS,Li P.On default correlation and pricing of collateralized debt obligation by copula functions
[39] ,Shi Peng, Li Ping,Cheng Gang.A New Algorithm Based on Copulas for VaR Valuation with Empirical Calculations, Theoretical Computer Science
[40] ,Wang Shouyang,Li Ping.Optimal Martingale Measure Maximizing the Total Utility of Consumption with Applications to Contingent Claim Pricing, Optimization,

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