Peng Hu
Peng Hu
Research fellow, University of Oxford
Verified email at oxford-man.ox.ac.uk - Homepage
Title
Cited by
Cited by
Year
On the concentration properties of interacting particle processes
P Del Moral, P Hu, L Wu
arXiv preprint arXiv:1107.1948, 2011
322011
An introduction to particle methods with financial applications
R Carmona, P Del Moral, P Hu, N Oudjane
Numerical methods in finance, 3-49, 2012
252012
Numerical Methods in Finance: Bordeaux, June 2010
R Carmona, P Del Moral, P Hu, N Oudjane
Springer Science & Business Media, 2012
192012
On the Robustness of the Snell envelope
P Del Moral, P Hu, N Oudjane, B Rémillard
SIAM Journal on Financial Mathematics 2 (1), 587-626, 2011
122011
Snell envelope with small probability criteria
P Del Moral, P Hu, N Oudjane
Applied Mathematics & Optimization 66 (3), 309-330, 2012
62012
Numerical Methods in Finance
C Bender, J Steiner, RA Carmona
Springer Proceedings in Mathematics 12, 257-289, 2012
22012
Méthodes particulaires et applications en finance
P Hu
Bordeaux 1, 2012
2012
Foundations and Trends® in Machine Learning
P Del Moral, P Hu, L Wu
Foundations and Trends® in Econometrics 3 (4), 2012
2012
Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1.
P del Moral, P Hu, D Weng
2010
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Articles 1–9