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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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[31] Optimal investment of variance-swaps in jump-diffusion market with regime-switching.JOURNAL OF ECONOMIC DYNAMICS & CONTROL,2017,83175-197.
[32] PORTFOLIO CHOICE WITH MARKET-CREDIT-RISK DEPENDENCIES.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2017,56(4):3050-3091.
[33] 薄立军,薄立军.Stability in distribution of Markov-modulated stochastic differential delay equations with reflection.STOCHASTIC MODELS,2015,32(3):392-413.
[34] 薄立军,薄立军.Optimal investment and risk control for an insurer with stochastic factor.OPERATIONS RESEARCH LETTERS,2017,45(3):259-265.
[35] 薄立军,薄立军.Robust Optimization of Credit Portfolios.MATHEMATICS OF OPERATIONS RESEARCH,2017,42(1):30-56.
[36] 薄立军,Optimal credit investment and risk control for an insurer with regime-switching.MATHEMATICS AND FINANCIAL ECONOMICS,2018,13(1):147-172.
[37] 薄立军,薄立军.The pricing of basket options: A weak convergence approach.OPERATIONS RESEARCH LETTERS,2017,45(2):119-125.
[38] 薄立军,薄立军.Systemic Risk in Interbanking Networks.SIAM JOURNAL ON FINANCIAL MATHEMATICS,2014,6(1):386-424.
[39] 薄立军,RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2018,57(1):366-401.
[40] 薄立军,薄立军.Optimal Credit Investment with Borrowing Costs.MATHEMATICS OF OPERATIONS RESEARCH,2017,42(2):546-575.

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