Xianhua Peng

1. On the Measurement of Economic Tail Risk
   2014/01/20 by Steven Kou, Xianhua Peng, Kou, Steven +1 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #46N30 #47N30 #62G35 #91B30 #91Gxx #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Other Statistics (stat.OT) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #msc:46N30 #msc:47N30 #msc:62G35 #msc:91B30 #msc:91Gxx #q-fin.RM #q-fin.ST #stat.AP #stat.OT
2. A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
   2024/11/14 by Xianhua Peng, Peng, Xianhua, Xiang Zhou +5 · 1 citation
   Economics, Econometrics and Finance · #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications