| Markov-modulated jump–diffusions for currency option pricing L Bo, Y Wang, X Yang Insurance: Mathematics and Economics 46 (3), 461-469, 2010 | 85 | 2010 |
| Systemic risk in interbanking networks L Bo, A Capponi SIAM Journal on Financial Mathematics 6 (1), 386-424, 2015 | 53 | 2015 |
| Some integral functionals of reflected SDEs and their applications in finance L Bo, Y Wang, X Yang Quantitative Finance 11 (3), 343-348, 2011 | 51 | 2011 |
| An optimal portfolio problem in a defaultable market L Bo, Y Wang, X Yang Advances in Applied Probability 42 (3), 689-705, 2010 | 47 | 2010 |
| On the conditional default probability in a regulated market: a structural approach L Bo, D Tang, Y Wang, X Yang Quantitative Finance 11 (12), 1695-1702, 2011 | 44 | 2011 |
| Stochastic Cahn–Hilliard partial differential equations with Lévy spacetime white noises L Bo, Y Wang Stochastics and Dynamics 6 (02), 229-244, 2006 | 44 | 2006 |
| Optimal investment in credit derivatives portfolio under contagion risk L Bo, A Capponi Mathematical Finance 26 (4), 785-834, 2016 | 40 | 2016 |
| Maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes L Bo, Y Wang, X Yang, G Zhang Journal of Statistical Planning and Inference 141 (1), 588-596, 2011 | 35 | 2011 |
| On the first passage times of reflected OU processes with two-sided barriers L Bo, L Zhang, Y Wang Queueing Systems 54 (4), 313-316, 2006 | 32 | 2006 |
| Bilateral credit valuation adjustment for large credit derivatives portfolios L Bo, A Capponi Finance and Stochastics 18, 431-482, 2014 | 30 | 2014 |
| On a class of stochastic Anderson models with fractional noises L Bo, Y Jiang, Y Wang Stochastic Analysis and Applications 26 (2), 256-273, 2008 | 30 | 2008 |
| Stochastic Cahn–Hilliard equation with fractional noise L Bo, Y Jiang, Y Wang Stochastics and Dynamics 8 (04), 643-665, 2008 | 29 | 2008 |
| Explosive solutions of stochastic wave equations with damping on Rd L Bo, D Tang, Y Wang Journal of Differential Equations 244 (1), 170-187, 2008 | 27 | 2008 |
| Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” [Insurance Math. Econom. 50(2) (2012) 280–291] L Bo, R Song, D Tang, Y Wang, X Yang Insurance: Mathematics and Economics, 2012 | 25 | 2012 |
| Lévy risk model with two-sided jumps and a barrier dividend strategy L Bo, R Song, D Tang, Y Wang, X Yang Insurance: Mathematics and Economics 50 (2), 280-291, 2012 | 25 | 2012 |
| Credit portfolio selection with decaying contagion intensities L Bo, A Capponi, PC Chen Mathematical Finance 29 (1), 137-173, 2019 | 21 | 2019 |
| Counterparty risk for CDS: Default clustering effects L Bo, A Capponi Journal of Banking & Finance 52, 29-42, 2015 | 21 | 2015 |
| Large deviations for perturbed reflected diffusion processes L Bo, T Zhang Stochastics: An International Journal of Probability and Stochastics …, 2009 | 20 | 2009 |
| Stochastic portfolio optimization with default risk L Bo, Y Wang, X Yang Journal of Mathematical Analysis and Applications 397 (2), 467-480, 2013 | 19 | 2013 |
| Optimal investment and risk control for an insurer with stochastic factor L Bo, S Wang Operations Research Letters 45 (3), 259-265, 2017 | 18 | 2017 |
