Zhou Chao
استادیار · Second order backward stochastic differential equations (2BSDEs)
National University of SingaporeSingapore
معرفی
Zhou Chao is an Assistant Professor in the Department of Mathematics. His research focuses on advanced stochastic processes and computational methods in quantitative finance, optimization problems, and machine learning applications.
Research Interests
- Second order backward stochastic differential equations (2BSDEs)
- Stochastic control in finance and insurance
- Valuation adjustments
- Principal-Agent problems
- Data analytics and information acquisition
- Deep learning methods
۰مقاله منتشرشده
