Lijun Bo

Finance · 2010–2011

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it
• Mathematical Physics — 5 citations into it

Whom Lijun Bo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Joseph Abate
2. Tomasz R. Bielecki
3. Vadim Linetsky
4. Marek Rutkowski
5. Pierre Patie

Papers from Lijun Bo's perspective

Ordered by how strongly the researchers Lijun Bo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Credit Risk: Modeling, Valuation And Hedging
2. Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
3. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
4. The Pricing of Options and Corporate Liabilities
5. Markov Processes: Characterization and Convergence
6. On Default Correlation: A Copula Function Approach
7. Martingale Methods in Financial Modelling
8. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
9. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
10. Pricing Via Utility Maximization and Entropy

Their papers

• Some integral functionals of reflected SDEs and their applications in finance (2011) — 59 citations
• On the conditional default probability in a regulated market: a structural approach (2011) — 50 citations
• Markov-Modulated Jump-Diffusions for Currency Option Pricing (2010) — 72 citations