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Activities

Works (5)

Optimal Uncertain Controls for Cash Holding Problems

Mathematics
2019-11 | Journal article | Author
Contributors: Zhengyan Wang; Guanghua Xu; peibiao zhao
Source: check_circle
Multidisciplinary Digital Publishing Institute

On Double Value at Risk

Risks
2019-03 | Journal article | Author
Contributors: Wanbing Zhang; Sisi Zhang; peibiao zhao
Source: check_circle
Multidisciplinary Digital Publishing Institute

Geometric No-Arbitrage Analysis in the Dynamic Financial Market with Transaction Costs

Journal of Risk and Financial Management
2019-02 | Journal article | Author
Contributors: Wanxiao Tang; Jun Zhao; peibiao zhao
Source: check_circle
Multidisciplinary Digital Publishing Institute

Harnack Inequality and No-Arbitrage Analysis

Symmetry
2018-10 | Journal article | Author
Contributors: Wanxiao Tang; Fanchao Zhou; peibiao zhao
Source: check_circle
Multidisciplinary Digital Publishing Institute

Non-Cash Risk Measure on Nonconvex Sets

Mathematics
2018-10 | Journal article | Author
Contributors: Chang Cong; peibiao zhao
Source: check_circle
Multidisciplinary Digital Publishing Institute

Peer review (2 reviews for 2 publications/grants)

Review activity for Acta Mathematica Scientia. (1)
Review activity for Bulletin of the Malaysian Mathematical Society. (1)