| Optimal mean reversion trading with transaction costs and stop-loss exit T Leung, X Li International Journal of Theoretical and Applied Finance 18 (03), 1550020, 2015 | 117 | 2015 |
| Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications T Leung, X Li World Scientific, 2015 | 78 | 2015 |
| Optimal multiple trading times under the exponential OU model with transaction costs T Leung, X Li, Z Wang Stochastic Models 31 (4), 554-587, 2015 | 29 | 2015 |
| Speculative futures trading under mean reversion T Leung, J Li, X Li, Z Wang Asia-Pacific Financial Markets 23 (4), 281-304, 2016 | 27 | 2016 |
| Optimal starting–stopping and switching of a CIR process with fixed costs T Leung, X Li, Z Wang Risk and Decision Analysis 5 (2-3), 149-161, 2014 | 19 | 2014 |
| Optimal timing to trade along a randomized Brownian bridge T Leung, J Li, X Li International Journal of Financial Studies 6 (3), 75, 2018 | 11 | 2018 |
