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Lijun Bo

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This is information that was supplied by Lijun Bo in registering through RePEc. If you are Lijun Bo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Lijun
Middle Name:
Last Name: Bo
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RePEc Short-ID: pbo625

Email: [This author has chosen not to make the email address public]
Homepage: http://lijun.xtreemhost.com/
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Affiliation

Works

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Working papers

  1. Lijun Bo & Ying Jiao & Xuewei Yang, 2011. "Credit derivatives pricing with default density term structure modelled by L\'evy random fields," Papers 1112.2952, arXiv.org.

Articles

  1. Bo, Lijun & Song, Renming & Tang, Dan & Wang, Yongjin & Yang, Xuewei, 2012. "Lévy risk model with two-sided jumps and a barrier dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 280-291.
  2. Bo, Lijun & Yang, Xuewei, 2012. "Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1374-1382.
  3. Bo, Lijun & Lefebvre, Mario, 2011. "Mean first passage times of two-dimensional processes with jumps," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1183-1189, August.
  4. Lijun Bo & Yongjin Wang & Xuewei Yang, 2011. "Derivative Pricing Based On The Exchange Rate In A Target Zone With Realignment," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(06), pages 945-956.
  5. Bo, Lijun, 2011. "Exponential change of measure applied to term structures of interest rates and exchange rates," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 216-225, September.
  6. Bo, Lijun & Wang, Yongjin, 2011. "On a stochastic interacting model with stepping-stone noises," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1300-1305, August.
  7. Bo, Lijun & Wang, Yongjin & Yang, Xuewei, 2010. "Markov-modulated jump-diffusions for currency option pricing," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 461-469, June.
  8. Lijun Bo & Yongjin Wang & Xuewei Yang, 2010. "Some integral functionals of reflected SDEs and their applications in finance," Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 343-348.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-12-19 2011-12-19. Author is listed

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