Pengzhan Chen
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Person:2083993
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Variance swaps with mean reversion and multi-factor variance European Journal of Operational Research | 2024-06-13 | Paper |
| A general approximation method for optimal stopping and random delay Mathematical Finance | 2024-01-18 | Paper |
| Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
| Stochastic volatility model with correlated jump sizes and independent arrivals Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
| Irreversible investment with random delay and partial prepayment Operations Research Letters | 2022-10-17 | Paper |
| Control strategy of speed servo systems based on deep reinforcement learning Algorithms | 2020-01-13 | Paper |
Research outcomes over time
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