薄立军
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Some Integral Functionals of Reflected SDEs and Their Applications in Finance, (with Y. Wang and X. Yang) Quantitative Finance, Vol. 46, No. 3, pp. 461-469, 2010
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.sciencedirect.com/science/article/pii/S0378375810003241
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Pre One:：
First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries, (with Y. Wang and X. Yang) Journal of Applied Probability, Vol. 48, No. 3, pp. 723-732, 2011
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Next 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