薄立军
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·Paper Publications
Optimal Investment in Credit Derivatives Portfolio under Contagion Risk, (with A. Capponi) Mathematical Finance, Vol. 26, No. 4, pp. 785-834, 2016 [ SSRN ]
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://onlinelibrary.wiley.com/doi/full/10.1111/mafi.12074
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Pre One:：
Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure, (with C.G. Yuan) Stochastics, Vol. 88, No. 6, pp. 841-863, 2016 [ arXiv ]
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Next One:：
Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]