검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives Bo LJ, Ceci C Applied Mathematics and Optimization, 82(2), 799, 2020 |
| 2 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING Bo LJ, Liao HF, Yu X SIAM Journal on Control and Optimization, 57(1), 366, 2019 |
| 3 |
Dynamic Investment and Counterparty Risk Bo LJ, Capponi A Applied Mathematics and Optimization, 77(1), 1, 2018 |
| 4 |
PORTFOLIO CHOICE WITH MARKET-CREDIT-RISK DEPENDENCIES Bo LJ, Capponi A SIAM Journal on Control and Optimization, 56(4), 3050, 2018 |
| 5 |
OPTIMAL INVESTMENT UNDER INFORMATION DRIVEN CONTAGIOUS DISTRESS Bo LJ, Capponi A SIAM Journal on Control and Optimization, 55(2), 1020, 2017 |
| 6 |
Kernel-Correlated L,vy Field Driven Forward Rate and Application to Derivative Pricing Bo LJ, Wang YJ, Yang XW Applied Mathematics and Optimization, 68(1), 21, 2013 |
| 7 |
Comparison of the removal of COD by a hybrid bioreactor at low and room temperature and the associated microbial characteristics Li TL, Bo LJ, Yang F, Zhang SQ, Wu YH, Yang LZ Bioresource Technology, 108, 28, 2012 |