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Designing higher value roads to preserve species at risk by optimally controlling traffic flow; N Davey, N Langrené, W Chen, J Rhodes, S Dunstall, S Halgamuge; Annals of Operations Research (2022) Markovian approximation of the rough Bergomi model for Monte Carlo option pricing; Q Zhu, G Loeper, W Chen, N Langrené; Mathematics 9(5) 528 (2021) Personalised drawdown strategies and partial annuitisation to mitigate longevity risk, Finance Research Letters, Wen Chen, Aaron Minney, Peter Toscas, Bonsoo Koo, Z. Zhu and A. Pantelous, Vol 39, Mar 2021, 101644. Using stochastic economic scenario generators to analyse uncertain superannuation outcomes, Annals of Actuarial Science, Wen Chen, Bonsoo Koo, Y. Wang, C. O'Hare, Nicolas Langrené, P. Toscas and Z. Zhu, Annals of Actuarial Science, 15(3) 549-566 (2021) Accounting for tailings dam failures in the valuation of mining projects, Margaret Armstrong, Nicolas Langrené, R. Petter, Wen Chen and C. Petter, Resources Policy 63 101461 (2019) The effect of social licence on dynamic decisions making: a case study of a gold mine, 22nd MODSIM, 2017, Wen Chen, Nicolas Langrené and Z. Zhu. Field exploration: when to start extracting?, Nicolas Langrené, Wen Chen and Z. Zhu, 22nd MODSIM, 2017. Natural resource extraction with production target: the real option value of variable extraction rates; Wen Chen, Nicolas Langrené and Z. Zhu, Real Options conference, 2016 New regression Monte Carlo methods for high-dimensional real options problems in minerals industry, 21st MODSIM, Nicolas Langrené, Tanya Tarnopolskaya, Wen Chen, Z. Zhu, M. Cooksey, 2015. Switching Boundaries for flexible management of nature resource investment under uncertainty, IAENG Transactions on Engineering Sciences, 1-14, Tanya Tarnopolskaya, Wen Chen and Chenming Bao, 2015 (SCI) Switching surfaces for optimal natural resource extraction under uncertainty, Wen Chen, Tanya Tarnopolskaya, Nicolas Langrené and Thomas Lo, 21st MODSIM 2015 A 2nd-order ADI finite difference method for a 2D fractional Black–Scholes equation governing European two asset option pricing, Wen Chen and Song Wang, Mathematics and Computers in Simulation, vol. 171(C), 279-293, May 2020. A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing, Wen Chen and Song Wang, Applied Mathematics and Computation, 305(2) 174-187, 2017, A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation, Wen Chen and Song Wang, International Conference on Numerical Analysis and Its Applications, 46-57, 2016, A finite difference method for pricing European and American options under a geometric Lévy process, Wen Chen and Song Wang, Journal of Industrial & Management Optimization. 11(1) 2015, 242-264 A penalty method for a fractional order parabolic variational inequality governing American put option valuation; Wen Chen and Song Wang Computers & Mathematics with Applications, 67(1) 2014