Lijun Bo

Lijun Bo

University of Science & Technology of China - Hefei / China
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 704541
中国科学技术大学
person_outline Lijun Bo's MOST POPULAR ARTICLES
1-) Markov-modulated jump–diffusions for currency option pricingL Bo, Y Wang, X YangInsurance: Mathematics and Economics 46 (3), 461-469, 2010772010
2-) Systemic risk in interbanking networksL Bo, A CapponiSIAM Journal on Financial Mathematics 6 (1), 386-424, 2015452015
3-) Some integral functionals of reflected SDEs and their applications in financeL Bo, Y Wang, X YangQuantitative Finance 11 (3), 343-348, 2011442011
4-) An optimal portfolio problem in a defaultable marketL Bo, Y Wang, X YangAdvances in Applied Probability 42 (3), 689-705, 2010482010
5-) On the conditional default probability in a regulated market: a structural approachL Bo, D Tang, Y Wang, X YangQuantitative Finance 11 (12), 1695-1702, 2011462011