| Markov-modulated jump–diffusions for currency option pricing L Bo, Y Wang, X Yang Insurance: Mathematics and Economics 46 (3), 461-469, 2010 | 89 | 2010 |
| Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market X Li, A Subrahmanyam, X Yang Journal of Financial Economics (JFE), 2017 | 63 | 2017 |
| Some integral functionals of reflected SDEs and their applications in finance L Bo, Y Wang, X Yang Quantitative Finance 11 (3), 343-348, 2011 | 52 | 2011 |
| An optimal portfolio problem in a defaultable market L Bo, Y Wang, X Yang Advances in Applied Probability 42 (3), 689-705, 2010 | 48 | 2010 |
| 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 | 46 | 2011 |
| 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 | 35 | 2011 |
| The hitting time density for a reflected Brownian motion Q Hu, Y Wang, X Yang Computational Economics 40, 1-18, 2012 | 28 | 2012 |
| 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 | 26 | 2012 |
| Winners, losers, and regulators in a derivatives market bubble X Li, A Subrahmanyam, X Yang The Review of Financial Studies 34 (1), 313-350, 2021 | 20 | 2021 |
| Stochastic portfolio optimization with default risk L Bo, Y Wang, X Yang Journal of Mathematical Analysis and Applications 397 (2), 467-480, 2013 | 20 | 2013 |
| Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes L Bo, X Yang Statistics & Probability Letters 82 (7), 1374-1382, 2012 | 16 | 2012 |
| First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries L Bo, Y Wang, X Yang Journal of applied probability 48 (3), 723-732, 2011 | 16 | 2011 |
| On the conditional default probability in a regulated market with jump risk L Bo, X Li, Y Wang, X Yang Quantitative Finance 13 (12), 1967-1975, 2013 | 14 | 2013 |
| Optimal investment and consumption with default risk: Hara utility L Bo, X Li, Y Wang, X Yang Asia-Pacific Financial Markets 20, 261-281, 2013 | 13 | 2013 |
| On the default probability in a regime-switching regulated market L Bo, Y Wang, X Yang Methodology and Computing in Applied Probability 16, 101-113, 2014 | 11 | 2014 |
| First passage times of reflected generalized Ornstein–Uhlenbeck processes L Bo, G Ren, Y Wang, X Yang Stochastics and Dynamics 13 (01), 1250014, 2013 | 11 | 2013 |
| Leverage Is a Double‐Edged Sword A Subrahmanyam, K Tang, J Wang, X Yang The Journal of Finance 79 (2), 1579-1634, 2024 | 9 | 2024 |
| International Reserve Management: A Drift‐Switching Reflected Jump‐Diffusion Model N Cai, X Yang Mathematical Finance 28 (1), 409-446, 2018 | 9 | 2018 |
| A rating-based sovereign credit risk model: Theory and evidence H Li, T Li, X Yang University of Michigan, City University of Hong Kong, and Nanjing University …, 2014 | 7 | 2014 |
| Sovereign CDS spreads with credit rating H Li, T Li, X Yang American Finance, 2017 | 6* | 2017 |
Lijun BoProfessor, School of Mathematics and Statistics, Xidian University在 ustc.edu.cn 的电子邮件经过验证
