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上一条: First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers, (with Chen Hao) Journal of Applied Probability, Vol. 49, No. 4, pp. 1119-1133, 2012
下一条: Exponential Change of Measure Applied to Term Structures of Interest Rates and Exchange Rates Insurance: Mathematics and Economics, Vol. 49, No. 2, pp. 216-225, 2011