Pengxu Xie
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Person:2097468
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 |
|---|---|---|
| Reinforcement Learning for optimal dividend problem under diffusion model | 2023-09-18 | Paper |
| Optimal pairs trading of mean-reverting processes over multiple assets Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
| Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
Research outcomes over time
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