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 0 9 46
Credit derivatives pricing with default density term structure modelled by L\'evy random fields 0 0 0 11 1 1 8 55
Robust Optimization of Credit Portfolios 0 0 1 20 2 2 9 38
Total Working Papers 0 0 1 39 3 3 26 139

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 0 13 58
Counterparty risk for CDS: Default clustering effects 0 0 0 15 0 1 4 93
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 0 16 96
Markov-modulated jump-diffusions for currency option pricing 1 1 1 51 1 3 19 213
Mean first passage times of two-dimensional processes with jumps 0 0 0 17 0 0 7 70
On a stochastic interacting model with stepping-stone noises 0 0 0 8 0 0 4 40
On the conditional default probability in a regulated market with jump risk 0 0 0 5 0 0 6 44
Optimal Investment and Consumption with Default Risk: HARA Utility 0 0 0 12 1 1 5 66
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes 0 0 0 6 0 2 11 48
Some integral functionals of reflected SDEs and their applications in finance 0 0 0 13 0 0 5 54
Total Journal Articles 1 1 1 159 2 7 93 874

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Statistics updated 2026-09-10