Che, Xiaonan

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Che, Xiaonan, Dassios, Angelos (2013). Stochastic boundary crossing probabilities for the Brownian motion. Journal of Applied Probability, 50(2), 419-429. https://doi.org/10.1239/jap/1371648950

Che, Xiaonan (2011). Markov type models for large-valued interbank payment systems [Doctoral thesis]. London School of Economics and Political Science.