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	3	4	40
Credit derivatives pricing with default density term structure modelled by L\'evy random fields	0	0	0	11	4	4	6	51
Robust Optimization of Credit Portfolios	0	0	1	19	2	3	5	32
Total Working Papers	0	0	1	38	6	10	15	123

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	2	6	9	52
Counterparty risk for CDS: Default clustering effects	0	0	0	15	1	2	3	91
Exponential change of measure applied to term structures of interest rates and exchange rates	0	0	0	19	0	1	3	90
Lévy risk model with two-sided jumps and a barrier dividend strategy	0	0	0	10	4	5	6	85
Markov-modulated jump-diffusions for currency option pricing	0	0	0	50	2	5	11	200
Mean first passage times of two-dimensional processes with jumps	0	0	0	17	0	1	1	64
On a stochastic interacting model with stepping-stone noises	0	0	0	8	0	1	1	37
On the conditional default probability in a regulated market with jump risk	0	0	0	5	2	3	5	41
Optimal Investment and Consumption with Default Risk: HARA Utility	0	0	0	12	1	1	3	62
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes	0	0	0	6	0	2	2	39
Some integral functionals of reflected SDEs and their applications in finance	0	0	0	13	0	0	1	49
Total Journal Articles	0	0	0	158	12	27	45	810

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Statistics updated 2026-01-09