薄立军
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·Paper Publications
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 ]
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: http://maint.pubsonline.informs.org/，，，https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2766387，，，https://review.chicagobooth.edu/finance/2016/article/why-investors-should-buy-more-risky-stock
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Credit Portfolio Selection with Decaying Contagion Intensities, (with A. Capponi and P.C. Chen) Mathematical Finance, Vol. 29, 137-173, 2019 [ SSRN ]
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Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure, (with C.G. Yuan) Stochastics, Vol. 88, No. 6, pp. 841-863, 2016 [ arXiv ]