Lijun Bo
University of Science and Technology of China
My Publications
Risk-Sensitive Asset Management and Cascading Defaults
Mathematics of Operations Research
February 2018
Optimal Credit Investment with Borrowing Costs
Mathematics of Operations Research
December 2016
Robust Optimization of Credit Portfolios
Mathematics of Operations Research
September 2016
First passage times of constant-elasticity-of-variance processes with two-sided reflect...
Journal of Applied Probability
December 2012