薄立军
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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
Release time:2021-08-03 Hits:
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Links to published journals: https://www.tandfonline.com/doi/abs/10.1080/14697680903473278
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Exponential Change of Measure Applied to Term Structures of Interest Rates and Exchange Rates Insurance: Mathematics and Economics, Vol. 49, No. 2, pp. 216-225, 2011
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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