薄立军
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·Paper Publications
Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure, (with C.G. Yuan) Stochastics, Vol. 88, No. 6, pp. 841-863, 2016 [ arXiv ]
Release time:2021-08-03  Hits:
Translation or Not: no
Links to published journals: https://www.tandfonline.com/loi/gssr20#.Vqh50rmS3IU,,,https://arxiv.org/abs/1301.0442
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Risk Sensitive Asset Management and Cascading Defaults, (with J. Birge and A. Capponi) Mathematics of Operations Research, Vol. 43, pp. 1-28, 2018 [ SSRN ]; Press Coverage: [ Chicago Booth Review ]
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Optimal Investment in Credit Derivatives Portfolio under Contagion Risk, (with A. Capponi) Mathematical Finance, Vol. 26, No. 4, pp. 785-834, 2016 [ SSRN ]