Peng Shi

Publication Activity (10 Years)

Years Active: 2005-2010
Publications (10 Years): 0

Publications

Ping Li, Peng Shi, Guangdong Huang, Xiao-Jun Shi
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model. J. Syst. Sci. Complex. 23 (2) (2010)
Gang Cheng, Ping Li, Peng Shi
A new algorithm based on copulas for VaR valuation with empirical calculations. Theor. Comput. Sci. 378 (2) (2007)
Ping Li, Peng Shi, Guangdong Huang
A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. WINE (2005)