薄立军
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·Paper Publications
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
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://projecteuclid.org/journals/journal-of-applied-probability/volume-49/issue-4/First-passage-times-of-constant-elasticity-of-variance-processes-with/10.1239/jap/1354716661.full
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Pre One:：
Levy Risk Model with Two-Sided Jumps and A Barrier Dividend Strategy, (with R. Song, D. Tang, Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 50, No. 2, pp. 280-291, 2012
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Next 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