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Lijun Bo
Information about the author Lijun Bo will soon be added to the site.
Found
2 papers
in total
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Robust Optimization of Credit Portfolios
2017
We introduce a dynamic credit portfolio framework where optimal investment strategies...
First passage times of reflected Ornstein–Uhlenbeck processes with two‐sided jumps
2013
In this paper we consider the first passage problem for reflected jump‐type...
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