中国科学技术大学薄立军--中文主页-- An Optimal Portfolio Problem in a Defaultable Market, (with Y. Wang and X. Yang) Advances in Applied Probability, Vol. 42, No. 3, pp. 689-705, 2010

薄立军 ( 教授 )
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An Optimal Portfolio Problem in a Defaultable Market, (with Y. Wang and X. Yang) Advances in Applied Probability, Vol. 42, No. 3, pp. 689-705, 2010

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发布期刊链接：https://www.jstor.org/stable/25799064

上一条： Markov-Modulated Jump–Diffusions for Currency Option Pricing, (with Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 46, No. 3, pp. 461-469, 2010

下一条： Support Theorem for a Stochastic Cahn-Hilliard Equation, (with K. Shi and Y. Wang) Electronic Journal of Probability, Vol. 15, No. 1, pp. 484-525, 2010