Qidi Peng

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Variable selection and regularization via arbitrary rectangle-range generalized elastic net	2023-07-20	Paper
Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times	2022-12-19	Paper
Fractional Brownian Motion: Local Modulus of Continuity with Refined Almost Sure Upper Bound and First Exit Time from One-sided Barrier	2022-07-20	Paper
Series representation of jointly \(S \alpha S\) distribution via symmetric covariations	2021-08-19	Paper
Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times	2021-06-24	Paper
AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS	2020-01-16	Paper
Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes	2019-11-26	Paper
A general class of multifractional processes and stock price informativeness	2019-07-19	Paper
Representation theorems of ℝ-trees and Brownian motions indexed by ℝ-trees	2019-07-05	Paper
Subspace condition for Bernstein's lethargy theorem	2019-05-02	Paper
Constructing an Element of a Banach Space with Given Deviation from its Nested Subspaces	2019-03-05	Paper
On the distribution of extended CIR model	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4580332	2018-08-15	Paper
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients	2018-04-16	Paper
Bernstein Lethargy Theorem and Reflexivity	2018-03-26	Paper
A representation theorem for smooth Brownian martingales	2016-11-25	Paper
A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance	2016-02-05	Paper
Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients	2015-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q2945890	2015-09-15	Paper
Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations	2014-06-05	Paper
A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility	2013-12-12	Paper
Stochastic Volatility and Multifractional Brownian Motion	2012-09-21	Paper
H\"older regularity and series representation of a class of stochastic volatility models	2012-08-06	Paper
Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values	2011-07-26	Paper

Research outcomes over time

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