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Letters to the Editor
Bo, Lijun; Zhang, Tusheng - In: The government accountants journal : financial … 58 (2009) 4, pp. 29-56
Persistent link: https://www.econbiz.de/10008343413
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Markov-modulated jump–diffusions for currency option pricing
Bo, Lijun; Wang, Yongjin; Yang, Xuewei - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 461-470
Persistent link: https://www.econbiz.de/10008412231
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Optimal Investment and Consumption with Default Risk: HARA Utility
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei - In: Asia-Pacific financial markets 20 (2013) 3, pp. 261-281
Persistent link: https://www.econbiz.de/10010166879
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-292
Persistent link: https://www.econbiz.de/10009825522
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Exponential change of measure applied to term structures of interest rates and exchange rates
Bo, Lijun - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 216-226
Persistent link: https://www.econbiz.de/10009164486
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Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” [Insurance Math. Econom. 50(2) (2012) 280–291]
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; … - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 124-125
Persistent link: https://www.econbiz.de/10010062199
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Basel II - Uncertain ratios - Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for...
Brigo, Damiano; Capponi, Agostino - In: Risk : managing risk in the world's financial markets 23 (2010) 3, pp. 74-77
Persistent link: https://www.econbiz.de/10008396081