中国科学技术大学薄立军--中文主页-- Optimal Investment in Credit Derivatives Portfolio under Contagion Risk, (with A. Capponi) Mathematical Finance, Vol. 26, No. 4, pp. 785-834, 2016 [ SSRN ]

薄立军 ( 教授 )
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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 ]

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发布期刊链接：https://onlinelibrary.wiley.com/doi/full/10.1111/mafi.12074

上一条： Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure, (with C.G. Yuan) Stochastics, Vol. 88, No. 6, pp. 841-863, 2016 [ arXiv ]

下一条： Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]