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Qidi Peng

Identifiers

  • name variant Qidi Peng 0.60 · backfill

Papers (11)

  1. Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary Ergodic Processes stat.ML · 2018 · author #1
  2. A General Class of Multifractional Processes and Stock Price Informativeness q-fin.MF · 2017 · author #1
  3. Subspace Condition for Bernstein's Lethargy Theorem math.FA · 2016 · author #4
  4. Constructing an Element of a Banach Space with Given Deviation from its Nested Subspaces math.FA · 2016 · author #2
  5. A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance math.PR · 2016 · author #2
  6. Representation Theorems of $\mathbb{R}$-trees and Brownian Motions Indexed by $\mathbb R$-trees math.MG · 2016 · author #3
  7. Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients math.PR · 2015 · author #2
  8. Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations math.PR · 2014 · author #2
  9. A Representation Theorem for Smooth Brownian Martingales - New Example math.PR · 2014 · author #2
  10. A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility math.PR · 2013 · author #2
  11. H\"older regularity and series representation of a class of stochastic volatility models math.PR · 2012 · author #2

Mentions

  • 1406.1538 #2 · backfill · confidence 0.70 Qidi Peng
  • 1401.5502 #2 · backfill · confidence 0.70 Qidi Peng
  • 1312.3661 #2 · backfill · confidence 0.70 Qidi Peng
  • 1208.1100 #2 · backfill · confidence 0.70 Qidi Peng

Frequent Coauthors