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Lijun Bo
Lijun Bo
Professor, School of Mathematics and Statistics, Xidian University
在 ustc.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Markov-modulated jump–diffusions for currency option pricing
L Bo, Y Wang, X Yang
Insurance: Mathematics and Economics 46 (3), 461-469, 2010
892010
Systemic risk in interbanking networks
L Bo, A Capponi
SIAM Journal on Financial Mathematics 6 (1), 386-424, 2015
542015
Some integral functionals of reflected SDEs and their applications in finance
L Bo, Y Wang, X Yang
Quantitative Finance 11 (3), 343-348, 2011
512011
An optimal portfolio problem in a defaultable market
L Bo, Y Wang, X Yang
Advances in Applied Probability 42 (3), 689-705, 2010
472010
On the conditional default probability in a regulated market: a structural approach
L Bo, D Tang, Y Wang, X Yang
Quantitative Finance 11 (12), 1695-1702, 2011
452011
Stochastic Cahn–Hilliard partial differential equations with Lévy spacetime white noises
L Bo, Y Wang
Stochastics and Dynamics 6 (02), 229-244, 2006
452006
Optimal investment in credit derivatives portfolio under contagion risk
L Bo, A Capponi
Mathematical Finance 26 (4), 785-834, 2016
402016
Maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes
L Bo, Y Wang, X Yang, G Zhang
Journal of Statistical Planning and Inference 141 (1), 588-596, 2011
342011
On the first passage times of reflected OU processes with two-sided barriers
L Bo, L Zhang, Y Wang
Queueing Systems 54 (4), 313-316, 2006
322006
Stochastic Cahn–Hilliard equation with fractional noise
L Bo, Y Jiang, Y Wang
Stochastics and Dynamics 8 (04), 643-665, 2008
302008
On a class of stochastic Anderson models with fractional noises
L Bo, Y Jiang, Y Wang
Stochastic Analysis and Applications 26 (2), 256-273, 2008
302008
Bilateral credit valuation adjustment for large credit derivatives portfolios
L Bo, A Capponi
Finance and Stochastics 18, 431-482, 2014
292014
Explosive solutions of stochastic wave equations with damping on Rd
L Bo, D Tang, Y Wang
Journal of Differential Equations 244 (1), 170-187, 2008
272008
Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” [Insurance Math. Econom. 50(2) (2012) 280–291]
L Bo, R Song, D Tang, Y Wang, X Yang
Insurance: Mathematics and Economics, 2012
252012
Lévy risk model with two-sided jumps and a barrier dividend strategy
L Bo, R Song, D Tang, Y Wang, X Yang
Insurance: Mathematics and Economics 50 (2), 280-291, 2012
252012
Credit portfolio selection with decaying contagion intensities
L Bo, A Capponi, PC Chen
Mathematical Finance 29 (1), 137-173, 2019
212019
Counterparty risk for CDS: Default clustering effects
L Bo, A Capponi
Journal of Banking & Finance 52, 29-42, 2015
202015
Large deviations for perturbed reflected diffusion processes
L Bo, T Zhang
Stochastics: An International Journal of Probability and Stochastics …, 2009
202009
Optimal investment and risk control for an insurer with stochastic factor
L Bo, S Wang
Operations Research Letters 45 (3), 259-265, 2017
192017
Stochastic portfolio optimization with default risk
L Bo, Y Wang, X Yang
Journal of Mathematical Analysis and Applications 397 (2), 467-480, 2013
192013
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