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Xian Hua Peng

Orcid: 0000-0002-8635-8200

According to our database1, Xian Hua Peng authored at least 7 papers between 2008 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Reinforcement Learning for Financial Index Tracking.
[BibTeX]
[DOI]
Xian Hua Peng
,
Chenyin Gong
,
Xue Dong He
CoRR, 2023

2018
On the sample path properties of mixed Poisson processes.
[BibTeX]
[DOI]
Miaoqi Fu
,
Xian Hua Peng
Oper. Res. Lett., 2018

Asset Pricing with Spatial Interaction.
[BibTeX]
[DOI]
Steven Kou
,
Xian Hua Peng
,
Haowen Zhong
Manag. Sci., 2018

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk.
[BibTeX]
[DOI]
Xue Dong He
,
Xian Hua Peng
Oper. Res., 2018

2016
On the Measurement of Economic Tail Risk.
[BibTeX]
[DOI]
Steven Kou
,
Xian Hua Peng
Oper. Res., 2016

2013
External Risk Measures and Basel Accords.
[BibTeX]
[DOI]
Steven Kou
,
Xian Hua Peng
,
Chris C. Heyde
Math. Oper. Res., 2013

2008
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model.
[BibTeX]
[DOI]
Xian Hua Peng
,
Steven S. G. Kou
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008


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