Access Statistics for Lijun Bo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 10 46
Credit derivatives pricing with default density term structure modelled by L\'evy random fields 0 0 0 11 0 1 7 54
Robust Optimization of Credit Portfolios 0 0 1 20 0 2 7 36
Total Working Papers 0 0 1 39 0 4 24 136

Journal Article File Downloads Abstract Views
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 0 2 13 58
Counterparty risk for CDS: Default clustering effects 0 0 0 15 0 0 3 92
Exponential change of measure applied to term structures of interest rates and exchange rates 0 0 0 19 0 0 3 92
Lévy risk model with two-sided jumps and a barrier dividend strategy 0 0 0 10 0 4 16 96
Markov-modulated jump-diffusions for currency option pricing 0 0 0 50 1 2 18 211
Mean first passage times of two-dimensional processes with jumps 0 0 0 17 0 1 7 70
On a stochastic interacting model with stepping-stone noises 0 0 0 8 0 2 4 40
On the conditional default probability in a regulated market with jump risk 0 0 0 5 0 3 7 44
Optimal Investment and Consumption with Default Risk: HARA Utility 0 0 0 12 0 1 4 65
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes 0 0 0 6 0 4 9 46
Some integral functionals of reflected SDEs and their applications in finance 0 0 0 13 0 1 6 54
Total Journal Articles 0 0 0 158 1 20 90 868

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Statistics updated 2026-07-10