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	1	2	2	38
Credit derivatives pricing with default density term structure modelled by L\'evy random fields	0	0	0	11	0	0	3	47
Robust Optimization of Credit Portfolios	0	0	1	19	1	1	3	30
Total Working Papers	0	0	1	38	2	3	8	115

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	3	5	48
Counterparty risk for CDS: Default clustering effects	0	0	0	15	0	0	2	89
Exponential change of measure applied to term structures of interest rates and exchange rates	0	0	0	19	1	1	3	90
Lévy risk model with two-sided jumps and a barrier dividend strategy	0	0	0	10	1	1	2	81
Markov-modulated jump-diffusions for currency option pricing	0	0	0	50	1	3	8	196
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	1	2	3	39
Optimal Investment and Consumption with Default Risk: HARA Utility	0	0	0	12	0	0	2	61
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes	0	0	0	6	1	1	2	38
Some integral functionals of reflected SDEs and their applications in finance	0	0	0	13	0	1	2	49
Total Journal Articles	0	0	0	158	7	12	29	790

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Statistics updated 2025-11-08