On the first passage times of reflected O-U processes with two-sided barriers. - Lijun Bo; Lidong Zhang; Yongjin Wang (Queueing Syst. Theory Appl., 2006)

A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. - Lijun Bo; Chenggui Yuan (Comput. Math. Appl., 2011)

First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers. - Lijun Bo; Chen Hao (J. Appl. Probab., 2012)

First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps. - Lijun Bo (Queueing Syst. Theory Appl., 2013)

Bilateral credit valuation adjustment for large credit derivatives portfolios. - Lijun Bo; Agostino Capponi (Finance Stochastics, 2014)

Systemic Risk in Interbanking Networks. - Lijun Bo; Agostino Capponi (SIAM J. Financial Math., 2015)

Robust Optimization of Credit Portfolios. - Lijun Bo; Agostino Capponi (Math. Oper. Res., 2017)

Optimal Credit Investment with Borrowing Costs. - Lijun Bo; Agostino Capponi (Math. Oper. Res., 2017)

The pricing of basket options: A weak convergence approach. - Lijun Bo; Yongjin Wang (Oper. Res. Lett., 2017)

Optimal investment and risk control for an insurer with stochastic factor. - Lijun Bo; Shihua Wang (Oper. Res. Lett., 2017)

Optimal Investment Under Information Driven Contagious Distress. - Lijun Bo; Agostino Capponi (SIAM J. Control. Optim., 2017)

Risk-Sensitive Asset Management and Cascading Defaults. - John R. Birge; Lijun Bo; Agostino Capponi (Math. Oper. Res., 2018)

Portfolio Choice with Market-Credit-Risk Dependencies. - Lijun Bo; Agostino Capponi (SIAM J. Control. Optim., 2018)

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. - Lijun Bo; Huafu Liao; Xiang Yu (SIAM J. Control. Optim., 2019)

Optimal Tracking Portfolio with a Ratcheting Capital Benchmark. - Lijun Bo; Huafu Liao; Xiang Yu (SIAM J. Control. Optim., 2021)

Large Sample Mean-Field Stochastic Optimization. - Lijun Bo; Agostino Capponi; Huafu Liao (SIAM J. Control. Optim., 2022)

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors. - Lijun Bo; Agostino Capponi; Chao Zhou 010 (Math. Oper. Res., 2023)

Continuous-time q-Learning for Jump-Diffusion Models under Tsallis Entropy. - Lijun Bo; Yijie Huang; Xiang Yu; Tingting Zhang (CoRR, 2024)

On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement Learning Approach. - Lijun Bo; Yijie Huang; Xiang Yu (SIAM J. Control. Optim., 2025)