Peng Shige
Academician of the Chinese Academy of Sciences
Professor of Mathematics, Shandong University
Research Interest
Nonlinear expectations and Stochastic calculus
Mathematical finance: Option pricing and risk measurement
Theory of stochastic differential games
Recursive Utilities under Risk and Uncertainty
Stochastic and deterministic optimal control systems
Controllability of stochastic control systems
Stochastic and deterministic partial differential equations
Singular perturbations method for stochastic systems
Contact
Address: Zhongtai Securities Institute for Financial Studies, Shandong University
No.27 Shanda Nanlu, Jinan, Shandong, P.R.China 250100
Phone: +86-531-88364100
E-mail: peng@sdu.edu.cn
Copyright:Shandong University Zhongtai Securities Institute for Financial Studies
Address: 27 Shanda South Road, Jinan City, Shandong Province, China Postcode: 250100 Telephone: 0531-88364100 E-mail: rida@sdu.edu.cn
