Markov-modulated jump–diffusions for currency option pricing L Bo, Y Wang, X Yang Insurance: Mathematics and Economics 46 (3), 461-469, 2010 | 89 | 2010 |

Systemic risk in interbanking networks L Bo, A Capponi SIAM Journal on Financial Mathematics 6 (1), 386-424, 2015 | 56 | 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 | 53 | 2011 |

An optimal portfolio problem in a defaultable market L Bo, Y Wang, X Yang Advances in Applied Probability 42 (3), 689-705, 2010 | 49 | 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 | 46 | 2011 |

Stochastic Cahn–Hilliard partial differential equations with Lévy spacetime white noises L Bo, Y Wang Stochastics and Dynamics 6 (02), 229-244, 2006 | 45 | 2006 |

Optimal investment in credit derivatives portfolio under contagion risk L Bo, A Capponi Mathematical Finance 26 (4), 785-834, 2016 | 42 | 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 | 36 | 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 | 33 | 2006 |

Bilateral credit valuation adjustment for large credit derivatives portfolios L Bo, A Capponi Finance and Stochastics 18, 431-482, 2014 | 31 | 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 | 31 | 2008 |

Stochastic Cahn–Hilliard equation with fractional noise L Bo, Y Jiang, Y Wang Stochastics and Dynamics 8 (04), 643-665, 2008 | 30 | 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 | 26 | 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 | 26 | 2012 |

Credit portfolio selection with decaying contagion intensities L Bo, A Capponi, PC Chen Mathematical Finance 29 (1), 137-173, 2019 | 24 | 2019 |

Stochastic portfolio optimization with default risk L Bo, Y Wang, X Yang Journal of Mathematical Analysis and Applications 397 (2), 467-480, 2013 | 22 | 2013 |

Large deviations for perturbed reflected diffusion processes L Bo, T Zhang Stochastics: An International Journal of Probability and Stochastics …, 2009 | 21 | 2009 |

Optimal investment and risk control for an insurer with stochastic factor L Bo, S Wang Operations Research Letters 45 (3), 259-265, 2017 | 20 | 2017 |

Counterparty risk for CDS: Default clustering effects L Bo, A Capponi Journal of Banking & Finance 52, 29-42, 2015 | 20 | 2015 |