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Lijun Bo

Identifiers

  • name variant Lijun Bo 0.60 · backfill

Papers (15)

  1. Optimal Consumption and Retirement Time under Shortfall Risk Measure math.OC · 2026 · author #1
  2. Mean Field Game of Optimal Tracking Portfolio math.OC · 2025 · author #1
  3. Mean Field Game of Controls with State Reflections: Existence and Limit Theory math.OC · 2025 · author #1
  4. Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE math.OC · 2025 · author #1
  5. Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method math.OC · 2024 · author #1
  6. Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation math.OC · 2024 · author #1
  7. Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching q-fin.MF · 2018 · author #1
  8. Portfolio Choice with Market-Credit Risk Dependencies q-fin.MF · 2018 · author #1
  9. Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching q-fin.PM · 2017 · author #1
  10. Risk-Minimizing Hedging of Counterparty Risk q-fin.RM · 2017 · author #1
  11. Optimal Investment under Information Driven Contagious Distress q-fin.PM · 2016 · author #1
  12. Robust Optimization of Credit Portfolios q-fin.PM · 2016 · author #2
  13. Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios q-fin.PR · 2013 · author #1
  14. Stochastic Delay Differential Equations with Jump Reflection: Invariant Measure math.PR · 2013 · author #1
  15. Credit derivatives pricing with default density term structure modelled by L\'evy random fields q-fin.PR · 2011 · author #1

Mentions

  • 2606.18935 #1 · arxiv_oai · confidence 0.70 Lijun Bo
  • 2503.03253 #1 · arxiv_oai · confidence 0.70 Lijun Bo
  • 1305.5575 #1 · backfill · confidence 0.70 Lijun Bo
  • 1301.0442 #1 · backfill · confidence 0.70 Lijun Bo
  • 1112.2952 #1 · backfill · confidence 0.70 Lijun Bo

Frequent Coauthors