薄立军
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·Paper Publications
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
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.sciencedirect.com/science/article/pii/S0167668711000448
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Pre One:：
Derivative Pricing Based on the Exchange Rate in a Target Zone with Realignment, (with Y. Wang and X. Yang) International Journal of Theoretical and Applied Finance, Vol. 14, No. 6, pp. 945-956, 2011
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Next 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