Author:
Bo Lijun,Wang Yongjin,Yang Xuewei,Zhang Guannan
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference21 articles.
1. Drift rate control of a Brownian processing system;Ata;Annals of Applied Probability,2005
2. Bo, L., Ren, G., Wang, Y., Yang, X., 2008. Modeling the exchange rates in a target zone by a reflected diffusion, preprint.
3. Bo, L., Tang, D., Wang, Y., Yang, X., 2010a. On the conditional default probability in a regulated market: a structural approach. Quantitative Finance, doi:10.1080/14697680903473278.
4. Bo, L., Wang, Y., Yang, X., 2010b. Some integral functionals of reflected SDEs and their applications in finance. Quantitative Finance, doi:10.1080/14697681003785926.
5. On the first passage times of reflected O–U processes with two-sided barriers;Bo;Queueing Systems,2006
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