Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. - Xian Hua Peng; Steven S. G. Kou (WSC, 2008)

External Risk Measures and Basel Accords. - Steven Kou; Xian Hua Peng; Chris C. Heyde (Math. Oper. Res., 2013)

On the Measurement of Economic Tail Risk. - Steven Kou; Xian Hua Peng (Oper. Res., 2016)

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk. - Xue Dong He; Xian Hua Peng (Oper. Res., 2018)

Asset Pricing with Spatial Interaction. - Steven Kou; Xian Hua Peng; Haowen Zhong (Manag. Sci., 2018)

On the sample path properties of mixed Poisson processes. - Miaoqi Fu; Xian Hua Peng (Oper. Res. Lett., 2018)

Reinforcement Learning for Financial Index Tracking. - Xian Hua Peng; Chenyin Gong; Xue Dong He (CoRR, 2023)