Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay Y Ren, Q Zhou, L Chen Journal of optimization theory and applications 149 (2), 315-331, 2011 | 77 | 2011 |

Optimal investment for an insurer in the Lévy market: The martingale approach Q Zhou Statistics & Probability Letters 79 (14), 1602-1607, 2009 | 22 | 2009 |

Reflected backward stochastic differential equations with time delayed generators Q Zhou, Y Ren Statistics & Probability Letters 82 (5), 979-990, 2012 | 17 | 2012 |

Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random Q Zhou, J Yang, W Wu Acta Mathematicae Applicatae Sinica, English Series 35 (2), 305-318, 2019 | 13 | 2019 |

On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information Q Zhou, Y Ren, W Wu Journal of Systems Science and Complexity 30 (4), 828-856, 2017 | 10 | 2017 |

Pricing equity warrants in Merton jump–diffusion model with credit risk Q Zhou, X Zhang Physica A: Statistical Mechanics and its Applications 557, 124883, 2020 | 8 | 2020 |

On solutions to backward stochastic partial differential equations for Lévy processes Q Zhou, Y Ren, W Wu Journal of computational and applied mathematics 235 (18), 5411-5421, 2011 | 6 | 2011 |

Vulnerable options pricing under uncertain volatility model Q Zhou, X Li Journal of Inequalities and Applications 2019, 1-16, 2019 | 5 | 2019 |

Pricing vulnerable options with variable default boundary under jump-diffusion processes Q Zhou, Q Wang, W Wu Advances in Difference Equations 2018 (1), 465, 2018 | 5 | 2018 |

Reflected SPDEs driven by fractional noises J Yang, Q Zhou Acta Mathematicae Applicatae Sinica, English Series 36 (2), 347-360, 2020 | 4 | 2020 |

Near-optimal control of stochastic recursive systems via viscosity solution L Zhang, Q Zhou Journal of Optimization Theory and Applications 178, 363-382, 2018 | 4 | 2018 |

The small time asymptotics of SPDEs with reflection J Yang, J Zhai, Q Zhou Abstract and Applied Analysis 2014 (1), 264263, 2014 | 4 | 2014 |

Necessary condition for optimal control of doubly stochastic systems L Zhang, Q Zhou, J Yang Math. Control Relat. Fields 10 (2), 379-403, 2020 | 3 | 2020 |

Reflected and doubly reflected BSDEs for Lévy processes: Solutions and comparison Q Zhou Acta Mathematicae Applicatae Sinica, English Series 26 (2), 333-344, 2010 | 3 | 2010 |

A Heston local-stochastic volatility model for optimal investment–reinsurance strategy with a defaultable bond in an ambiguous environment G Wang, M Huang, Q Zhou, W Wu, W Xiao Probability, Uncertainty and Quantitative Risk 8 (4), 499-522, 2023 | 2 | 2023 |

Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random S Wang, Q Zhou, W Xiao Communications in Statistics-Simulation and Computation 52 (11), 5462-5482, 2023 | 2 | 2023 |

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation Z Lei, Q Zhou, W Wu, Z Wang Journal of Systems Science and Complexity 36 (1), 328-359, 2023 | 2 | 2023 |

Two-agent Pareto optimal cooperative investment in incomplete market: An equivalent characterization Q Zhou Journal of systems science and complexity 24 (4), 701-710, 2011 | 2 | 2011 |

Cooperative hedging in the complete market under g-expectation constraint Q Zhou Acta Mathematicae Applicatae Sinica, English Series 27 (3), 373-380, 2011 | 2 | 2011 |

Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps G Wang, Y Lu, Q Zhou, W Xiao Acta Mathematicae Applicatae Sinica, English Series, 1-30, 2024 | 1 | 2024 |