Ying Peng

Statistics

Publications

Citations

119

H-Index

Active since

2010

Affiliations

Shandong University(Current)

Ying Peng is an author at Shandong University specializing in stochastic differential equations, backward stochastic differential equations, and numerical methods for differential equations.

ORCID

Publications per year

2010–2022

Publications

Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning

Shaolin Ji, Shigē Péng, Ying Peng et al. · IEEE Intelligent Systems · 2020 · 62 citations

Natural Sciences, Computational Engineering, Physics +14

Parallel Option Pricing with BSDE Method on GPU

Bin Dai, Ying Peng, Bin Gong · 2010 · 16 citations

Computing, Computer Science, High-performance Computing +17

Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle

Hui Min, Ying Peng, Yongli Qin · Abstract and Applied Analysis · 2014 · 15 citations · Full text

Engineering, Mathematics, Optimization +15

Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method

Shaolin Ji, Shigē Péng, Ying Peng et al. · Journal of Scientific Computing · 2022 · 14 citations

Natural Sciences, Mathematics, Machine Learning +13

Option Pricing on the GPU with Backward Stochastic Differential Equation

Ying Peng, Bin Gong, Hui Liu et al. · 2011 · 12 citations

Business, Computer Science, Finance +17

1–5 of 5