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 1 2 10 46
Credit derivatives pricing with default density term structure modelled by L\'evy random fields 0 0 0 11 1 1 7 54
Robust Optimization of Credit Portfolios 0 0 1 20 1 2 6 35
Total Working Papers 0 0 1 39 3 5 23 135

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 1 1 12 57
Counterparty risk for CDS: Default clustering effects 0 0 0 15 0 0 4 92
Exponential change of measure applied to term structures of interest rates and exchange rates 0 0 0 19 0 1 3 92
Lévy risk model with two-sided jumps and a barrier dividend strategy 0 0 0 10 3 6 15 95
Markov-modulated jump-diffusions for currency option pricing 0 0 0 50 1 8 18 210
Mean first passage times of two-dimensional processes with jumps 0 0 0 17 1 2 7 70
On a stochastic interacting model with stepping-stone noises 0 0 0 8 2 2 4 40
On the conditional default probability in a regulated market with jump risk 0 0 0 5 2 2 7 43
Optimal Investment and Consumption with Default Risk: HARA Utility 0 0 0 12 1 1 4 65
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes 0 0 0 6 4 6 9 46
Some integral functionals of reflected SDEs and their applications in finance 0 0 0 13 1 2 6 54
Total Journal Articles 0 0 0 158 16 31 89 864

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Statistics updated 2026-05-06