Access Statistics for Lijun Bo

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios	0	0	0	8	0	0	1	36
Credit derivatives pricing with default density term structure modelled by L\'evy random fields	0	0	0	11	0	2	4	47
Robust Optimization of Credit Portfolios	0	0	0	18	1	1	1	28
Total Working Papers	0	0	0	37	1	3	6	111

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bilateral credit valuation adjustment for large credit derivatives portfolios	0	0	0	3	1	2	4	45
Counterparty risk for CDS: Default clustering effects	0	0	0	15	0	0	2	88
Exponential change of measure applied to term structures of interest rates and exchange rates	0	0	0	19	1	2	3	89
Lévy risk model with two-sided jumps and a barrier dividend strategy	0	0	1	10	0	1	3	80
Markov-modulated jump-diffusions for currency option pricing	0	0	0	50	0	1	3	190
Mean first passage times of two-dimensional processes with jumps	0	0	0	17	0	0	0	63
On a stochastic interacting model with stepping-stone noises	0	0	0	8	0	0	0	36
On the conditional default probability in a regulated market with jump risk	0	0	0	5	0	0	0	36
Optimal Investment and Consumption with Default Risk: HARA Utility	0	0	1	12	1	2	4	61
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes	0	0	0	6	0	0	2	37
Some integral functionals of reflected SDEs and their applications in finance	0	0	0	13	0	0	1	48
Total Journal Articles	0	0	2	158	3	8	22	773

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Statistics updated 2025-03-03