Jin, Xing and Zhang, Kun. (2013) Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints. Journal of Banking & Finance, 37 (5). pp. 1733-1746. ISSN 0378-4266

Fu, Haifeng, Jin, Xing, Pan, Guangming and Yang, Yanrong. (2012) Estimating multiple option Greeks simultaneously using random parameter regression. Journal of Computational Finance, 16 (2). pp. 85-118. ISSN 1460-1559

Jin, Xing and Zhang, A. X.. (2012) Decomposition of optimal portfolio weight in a jump-diffusion model and its applications. Review of Financial Studies, Vol.25 (No.9). pp. 2877-2919. ISSN 0893-9454

Jin, Xing, Tan, Hwee Huat and Sun, Junhua. (2007) A state-space partitioning method for pricing high-dimensional American-style options. Mathematical Finance, Vol.17 (No.3). pp. 399-426. ISSN 0960-1627

Jin, Xing and Zhang, Allen X.. (2006) Reclaiming quasi-Monte Carlo efficiency in portfolio value-at-risk simulation through Fourier transform. Management Science, Vol.52 (No.6). pp. 925-938. ISSN 0025-1909