Xudong Zeng
Finance · 2010–2013
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it; #4,558 of 10,518 by trust here, #7,575 by citations
- Economics and Econometrics — 7 citations into it; #12,953 of 23,481 by trust here, #20,730 by citations
Whom Xudong Zeng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Xudong Zeng overall
Papers from Xudong Zeng's perspective
Ordered by how strongly the researchers Xudong Zeng trusts endorse each paper. Same corpus, a different order for every researcher.
- A Benchmark Approach to Quantitative Finance
- Dynamic Noncooperative Game Theory
- Portfolio Selection in Stochastic Environments
- Controlled diffusion processes
- Optimal non-proportional reinsurance control
- A stochastic differential reinsurance game (Journal of Applied Probability)
- Local martingales, arbitrage, and viability Free snacks and cheap thrills
- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
- wchastic. approximation methods for constrained and unconstrained systems
- Learning Algorithms for Markov Decision Processes with Average Cost
Their papers
- A stochastic differential reinsurance game (2010) — 71 citations
- Optimal non-proportional reinsurance control and stochastic differential games (2011) — 65 citations
- A stochastic volatility model and optimal portfolio selection (2013) — 98 citations