薄立军
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·Paper Publications
An Optimal Portfolio Problem in a Defaultable Market, (with Y. Wang and X. Yang) Advances in Applied Probability, Vol. 42, No. 3, pp. 689-705, 2010
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.jstor.org/stable/25799064
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Pre One:：
Markov-Modulated Jump–Diffusions for Currency Option Pricing, (with Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 46, No. 3, pp. 461-469, 2010
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Next One:：
Support Theorem for a Stochastic Cahn-Hilliard Equation, (with K. Shi and Y. Wang) Electronic Journal of Probability, Vol. 15, No. 1, pp. 484-525, 2010