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上一条: On the Conditional Default Probability in a Regulated Market with Jump Risk, (with X. Li, Y. Wang and X. Yang) Quantitative Finance, Vol. 13, No. 12, pp. 1967-1975, 2013
下一条: Levy Risk Model with Two-Sided Jumps and A Barrier Dividend Strategy, (with R. Song, D. Tang, Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 50, No. 2, pp. 280-291, 2012