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Peng, Xianhua (彭献华)

  • Co-Director, Risk Management and Business Intelligence Program (RMBI), Interdisciplinary Programs Office
  • Assistant Professor, Dept of Mathematics

Telephone: 23587431    Email: maxhpeng@ust.hk   
Homepage: http://www.math.ust.hk/~maxhpeng
Scopus: 26031634400    Google Scholar: LJ4K5lwAAAAJ    ORCID: 0000-0002-8635-8200   
Co-authorship graph

Active Projects as Principal Investigator

  • Market Making under a Hawkes Jump Diffusion Model
  • An empirical Likelihood Method of Combining Stock and Option Prices

Active Projects as Co-investigator

  • M-memory self-exciting processes
  • Survival analysis of limit order executions