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薄立军 ( 教授 )
的个人主页 http://faculty.ustc.edu.cn/bolijun/zh_CN/index.htm
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[11] Large deviation for the nonlocal Kuramoto-Sivashinsky SPDE, (with Y. Jiang) Nonlinear Analysis: Theory, Methods & Applications, Vol. 82, No. C, pp. 100-114, 2013.
[12] 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.
[13] First Passage Times of Reflected O-U Processes with Two-Sided Jumps Queueing Systems: Theory and Applications, Vol. 73, No. 1, pp. 105-118, 2013.
[14] 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.
[15] 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.
[16] Derivative Pricing Based on the Exchange Rate in a Target Zone with Realignment, (with Y. Wang and X. Yang) International Journal of Theoretical and Applied Finance, Vol. 14, No. 6, pp. 945-956, 2011.
[17] 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.
[18] First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries, (with Y. Wang and X. Yang) Journal of Applied Probability, Vol. 48, No. 3, pp. 723-732, 2011.
[19] Some Integral Functionals of Reflected SDEs and Their Applications in Finance, (with Y. Wang and X. Yang) Quantitative Finance, Vol. 46, No. 3, pp. 461-469, 2010.
[20] 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.

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