The following pages link to Li Jun Bo (Q1034238):
Displayed 50 items.
- (Q370875) (redirect page) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- On a stochastic interacting model with stepping-stone noises (Q553068) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Support theorem for a stochastic Cahn-Hilliard equation (Q638288) (← links)
- A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Variational solutions of dissipative jump-type stochastic evolution equations (Q710914) (← links)
- On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
- On a stochastic wave equation driven by a non-Gaussian Lévy process (Q966507) (← links)
- From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion (Q1034239) (← links)
- Approximating solutions of neutral stochastic evolution equations with jumps (Q1041562) (← links)
- Jump type Cahn-Hilliard equations with fractional noises (Q1044786) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Large deviation for the nonlocal Kuramoto-Sivashinsky SPDE (Q1947404) (← links)
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
- Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps (Q2084829) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy'' (Q2252286) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- Explosive solutions of stochastic wave equations with damping on \(\mathbb R^d\) (Q2466491) (← links)
- Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces (Q2475309) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- Stochastic delay differential equations with jump reflection: invariant measure (Q2833704) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (Q3100995) (← links)
- Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
- Stability in distribution of Markov-modulated stochastic differential delay equations with reflection (Q3186005) (← links)
- (Q3380824) (← links)
- ON A NONLOCAL STOCHASTIC KURAMOTO–SIVASHINSKY EQUATION WITH JUMPS (Q3502913) (← links)
- Lyapunov exponent estimates of a class of higher-order stochastic Anderson models (Q3532531) (← links)
- STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE (Q3597610) (← links)