10. Zhang Yi, Lin Jianzhong, Shang Jianhui. Option Pricing with BP Neural Network and RBF Neural Network. Statistical and Application. 2013,2,119-126.
9. Jiang Ying, Lin Jianzhong, Pricing basket future options in jump-diffusion models. Journal of East China Normal University (Natural Science). 2010. No.6. 169-177.
8. Lin Jianzhong, Adapted solution of a backward stochastic nonlinear Volterra integral equation. Stochastic Analysis and Applications. 2002. Vol.20. No.1.2002. 165-183.
7. Lin Jianzhong, Ye Zhongxing, The valuation of European contingent claims about several stocks whose prices are governed by Brownian motions and Poisson processes. Chinese Journal of Applied Probability and Statistics. 2002. Vol. 18. No.2. 167-172.
6. Lin Jianzhong, An approximation of Asian option price, Journal of Shanghai Jiaotong University, 2001, Vol.35, No.12,1899-1902.
5. Lin Jianzhong, Ye Zhongxing, Black-Scholes equation of European contingent claims about several securities whose prices are derived by nonlinear jump-diffusion processes. Journal of Donghua University, 2001, Vol.27 No.3. 32-37.
4.Lin Jianzhong, Yang Liping, Ye Zhongxing, Modigliani-Miller theorem in continuous time. Journal of Donghua University, 2001, Vol.27 No.4. 17-21.
3.Lin Jianzhong, Ye Zhongxing, Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation, Journal of Shanghai Jiaotong University, 2000, Vol.34, No.4, 582-588.
2. Lin Jianzhong, He Guangyu, Suboptimal recursive filter for nonlinear discrete-time systems with Gaussian noise, Journal of Shanghai Jiaotong University, 1993, Vol.27, No.5,111-116.
1. Lin Jianzhong, He Guangyu, Optimal Filtering Equation for the Nonlinear Discrete Time Stochastic Systems. Symposium of Control Theory and Applications in 1993, Ocean Press (198-201).