//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Bo, Lijun"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Credit risk
8
Kreditrisiko
8
Stochastic process
8
Stochastischer Prozess
8
Derivat
5
Derivative
5
Option pricing theory
5
Optionspreistheorie
5
Credit default swaps
4
Markov chain
4
Credit derivative
3
Insolvency
3
Insolvenz
3
Kreditderivat
3
Optimal investment
3
Weak convergence
3
Ansteckungseffekt
2
Contagion effect
2
Control theory
2
Counterparty risk
2
Credit valuation adjustment
2
Currency derivative
2
Default contagion
2
Defaultable market
2
Doubly stochastic processes
2
Exchange rate
2
Financial services
2
Finanzdienstleistung
2
HJB equation
2
Jacobi diffusion
2
Jump-diffusion
2
Kontrolltheorie
2
Markov-Kette
2
Multivariate subordinators
2
Optimal control
2
Option trading
2
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
19
Undetermined
18
Author
All
Bo, Lijun
36
Wang, Yongjin
17
Yang, Xuewei
14
Capponi, Agostino
10
Li, Xindan
4
Song, Renming
4
Tang, Dan
4
Zhang, Tingting
2
BO, LIJUN
1
Birge, John R.
1
Chen, Peng‐Chu
1
Lefebvre, Mario
1
Li, Meng
1
Liao, Huafu
1
Liu, Yanchu
1
Tang, DanLing
1
WANG, YONGJIN
1
Wang, Shihua
1
YANG, XUEWEI
1
Zhang, Tusheng
1
Zhou, Chao
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
Mathematics of operations research
4
Insurance: Mathematics and Economics
3
Statistics & Probability Letters
3
Asia-Pacific financial markets
2
Operations research letters
2
Quantitative Finance
2
Asia-Pacific Financial Markets
1
Finance and Stochastics
1
Finance and stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Quantitative finance
1
The government accountants journal : financial management in the public sector
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
RePEc
12
OLC EcoSci
6
Other ZBW resources
1
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
2
Evaluation timing with dynamic information : optimization and heuristic
Bo, Lijun
;
Li, Meng
;
Zhang, Tingting
- In:
Production and operations management : the flagship …
32
(
2023
)
12
,
pp. 3931-3950
Persistent link: https://www.econbiz.de/10014441436
Saved in:
3
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
4
Optimal credit investment and risk control for an insurer with regime-switching
Bo, Lijun
;
Liao, Huafu
;
Wang, Yongjin
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 147-172
Persistent link: https://www.econbiz.de/10012055756
Saved in:
5
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
6
Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
7
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
8
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
9
The pricing of basket options : a weak convergence approach
Bo, Lijun
;
Wang, Yongjin
- In:
Operations research letters
45
(
2017
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10011687623
Saved in:
10
Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->