薄立军
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·Paper Publications
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
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.worldscientific.com/doi/abs/10.1142/S0219024911006796
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Pre One:：
First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers, (with Chen Hao) Journal of Applied Probability, Vol. 49, No. 4, pp. 1119-1133, 2012
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Next One:：
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