| Regional water footprint evaluation and trend analysis of China—based on interregional input–output model G Deng, Y Ma, X Li Journal of Cleaner Production 112, 4674-4682, 2016 | 95 | 2016 |
| Pricing vulnerable options with jump clustering Y Ma, K Shrestha, W Xu Journal of Futures Markets 37 (12), 1155-1178, 2017 | 46 | 2017 |
| Can Investors on P2P Lending Platforms Identify Default Risk? H Rongcai, L Meng, P He, Y Ma International Journal of Electronic Commerce 23 (1), 63-84, 2019 | 31 | 2019 |
| Structural credit risk modelling with Hawkes jump diffusion processes Y Ma, W Xu Journal of Computational and Applied Mathematics 303, 69–80, 2016 | 23 | 2016 |
| Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate C Ma, S Yue, H Wu, Y Ma Computational Economics, 1-39, 2019 | 20 | 2019 |
| Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model X Liu, Y Wang, W Du, Y Ma The North American Journal of Economics and Finance 62, 101777, 2022 | 14 | 2022 |
| Tax evasion, audits with memory, and portfolio choice Y Ma, H Jiang, W Xiao International Review of Economics & Finance 71, 896-909, 2021 | 13 | 2021 |
| Exchange options under clustered jump dynamics Y Ma, D Pan, T Wang Quantitative Finance 20 (6), 949-967, 2020 | 13 | 2020 |
| Pricing VIX options with volatility clustering B Jing, Li, Shenghong, Y Ma Journal of Futures Markets, 2020 | 13 | 2020 |
| China’s embodied energy trade: based on hypothetical extraction method and structural decomposition analysis G Deng, Y Ma, L Zhang, G Liu Energy Sources, Part B: Economics, Planning, and Policy 13 (11-12), 448-462, 2018 | 13 | 2018 |
| Consistent pricing of VIX options with the Hawkes jump-diffusion model B Jing, S Li, Y Ma The North American Journal of Economics and Finance 56, 101326, 2021 | 9 | 2021 |
| A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps J Lyu, Y Ma, W Sun Communications in Statistics-Theory and Methods 51 (15), 5112-5123, 2022 | 8 | 2022 |
| Robustly dynamic tax evasion and consumption with preferences for cash P Luo, Y Ma International Review of Finance 21 (3), 1078-1088, 2021 | 7 | 2021 |
| Pricing and hedging foreign equity options under Hawkes jump–diffusion processes Y Ma, D Pan, K Shrestha, W Xu Physica A: Statistical Mechanics and Its Applications 537, 122645, 2020 | 7 | 2020 |
| The connectedness of some two-dimensional self-affine sets Y Ma, XH Dong, QR Deng Journal of Mathematical Analysis and Applications 420 (2), 1604-1616, 2014 | 7 | 2014 |
| Optimal investment and consumption in the market with jump risk and capital gains tax. Y Ma, S Shan, W Xu Journal of Industrial & Management Optimization 15 (4), 2019 | 5 | 2019 |
| Evaluating the default risk of bond portfolios with extreme value theory Y Ma, Z Zhang, W Zhang, W Xu Computational Economics 45 (4), 647-668, 2015 | 5 | 2015 |
| 模糊随机环境中的欧式障碍期权定价 马勇， 张卫国， 刘勇军， 傅俊辉 系统工程学报 27 (5), 641-647, 2012 | 5 | 2012 |
| Pricing synthetic CDO with MGB2 distribution Q Cui, Y Ma Statistics and Its Interface 7 (3), 309-318, 2014 | 4 | 2014 |
| Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility Y Ma, L Chen, J Lyu Communications in Statistics-Theory and Methods 52 (7), 2043-2056, 2023 | 3 | 2023 |
