Omega模型的研究及其在金融风险中的应用
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | On weighted occupation times for refracted spectrally negative Levy processes | 期刊论文 | Li Bo;Zhou Xiaowen |
2 | Fluctuations of Omega-killed spectrally negative Levy processes | 期刊论文 | Li Bo;Palmowski Zbigniew |
3 | Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Levy Processes | 期刊论文 | Cai Chunhao;Li Bo |
4 | EXIT PROBLEMS FOR GENERAL DRAW-DOWN TIMES OF SPECTRALLY NEGATIVE LEVY PROCESSES | 期刊论文 | Li Bo;Nhat Linh Vu;Zhou Xiaowen |