Xian Hua Peng
According to our database1, Xian Hua Peng authored at least 5 papers between 2008 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk.
Oper. Res., 2018
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008