Statistics
Publications
4
Citations
205
H-Index
4
Active since
2007
Affiliations
Xudong Zeng is an author at Shanghai University of Finance and Economics specializing in business, economics, and stochastic processes.
Publications per year
2007–2013
4
4
A stochastic volatility model and optimal portfolio selection
Xudong Zeng, Michael Taksar · Quantitative Finance · 2013 · 95 citations
A stochastic differential reinsurance game
Xudong Zeng · Journal of Applied Probability · 2010 · 68 citations · Full text
Stochastic Pareto-optimal reinsurance policies
Xudong Zeng, Shangzhen Luo · Insurance Mathematics and Economics · 2013 · 26 citations
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