百晓学者学者目录

裴梓婷

讲师，苏州科技大学

精选作品

期刊论文

2026

Option pricing model under the G-expectation framework

Zi-Ting Pei, Xingye Yue, Xiao-Tao Zheng

arXiv.org

DOI

2026

Responsive Distribution of G-normal Random Variables

Zi-Ting Pei, S. Peng, Xing-Ye Yue, Xiao-Tao Zheng

arXiv.org

DOI

2026

Numerical methods for two-dimensional G-heat equation

Zi-Ting Pei, Xing-Ye Yue, Xiao-Tao Zheng

Probability, Uncertainty and Quantitative Risk

DOI

2023

The effects of quantitative easing on Bitcoin prices

Yang Zhao, Maojun Zhang, Ziting Pei, Jiangxia Nan

Finance Research Letters，Vol. 57

DOI

2021

A Worst-Case Risk Measure by G-VaR

Zi-Ting Pei, Xi-Shun Wang, Yu-Hong Xu, Xingye Yue

Acta Mathematicae Applicatae Sinica (English Series)

DOI

2021

Risk Measurement by G-Expected Shortfall

Zi-Ting Pei, Xuhui Wang, Xingye Yue

Mathematical Problems in Engineering

DOI

2018

Worst-Case Value at Risk and Portfolio Management: A Simple Method Incorporating Model Uncertainty

Zi-Ting Pei, Yu-Hong Xu, Xingye Yue, Xi-Shun Wang

DOI

研究方向

金融风险管理计算金融

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