Lijun Bo
Identifiers
- name variant Lijun Bo 0.60 · backfill
Papers (13)
- Mean Field Game of Optimal Tracking Portfolio math.OC · 2025 · author #1
- Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE math.OC · 2025 · author #1
- Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method math.OC · 2024 · author #1
- Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation math.OC · 2024 · author #1
- Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching q-fin.MF · 2018 · author #1
- Portfolio Choice with Market-Credit Risk Dependencies q-fin.MF · 2018 · author #1
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching q-fin.PM · 2017 · author #1
- Risk-Minimizing Hedging of Counterparty Risk q-fin.RM · 2017 · author #1
- Optimal Investment under Information Driven Contagious Distress q-fin.PM · 2016 · author #1
- Robust Optimization of Credit Portfolios q-fin.PM · 2016 · author #2
- Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios q-fin.PR · 2013 · author #1
- Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure math.PR · 2013 · author #1
- Credit derivatives pricing with default density term structure modelled by L\'evy random fields q-fin.PR · 2011 · author #1
Mentions
Frequent Coauthors
- Agostino Capponi 5 shared papers
- Xiang Yu 5 shared papers
- Jingfei Wang 3 shared papers
- Huafu Liao 2 shared papers
- Chenggui Yuan 1 shared papers
- Claudia Ceci 1 shared papers
- Xiaoli Wei 1 shared papers
- Xuewei Yang 1 shared papers
- Yijie Huang 1 shared papers
- Ying Jiao (LPMA) 1 shared papers
- Yongjin Wang 1 shared papers