Pengzhan Chen

Available identifiers

zbMath Open chen.pengzhanMaRDI QIDQ2083993

List of research outcomes

Publication	Date of Publication	Type
Variance swaps with mean reversion and multi-factor variance	2024-06-13	Paper
A general approximation method for optimal stopping and random delay	2024-01-18	Paper
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure	2023-06-16	Paper
STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS	2022-11-18	Paper
Irreversible investment with random delay and partial prepayment	2022-10-17	Paper
Control strategy of speed servo systems based on deep reinforcement learning	2020-01-13	Paper

Research outcomes over time

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