薄立军
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·Paper Publications
On the Default Probability in a Regime-Switching Regulated Market, (with Y. Wang and X. Yang) Methodology and Computing in Applied Probability, Vol. 16, No. 1, pp. 101-113, 2014
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.springer.com/journal/11009
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Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios, (with A. Capponi) Finance and Stochastics, Vol. 18, No. 2, pp. 431-482, 2014 [ SSRN ]
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Kernel Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing, (with Y. Wang and X. Yang) Applied Mathematics and Optimization, Vol. 16, No. 1, pp. 101-113, 2014