Zhipeng Huang

Orcid: 0000-0003-2028-0508

Affiliations:

According to our database¹, Zhipeng Huang authored at least 4 papers between 2024 and 2026.

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Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance.

[DOI]

CoRR, January, 2026

2025

Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach.

[DOI]

CoRR, April, 2025

Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.

[DOI]

Math. Comput. Simul., 2025

2024

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control.

[DOI]

CoRR, 2024