S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Qingshuo Song · Study
Home
/
Author
Qingshuo Song
8 works
· latest 2021
· 4 institutions
cluster: provisional
ORCID 0000-0002-9289-7462
Follow
Suggest an ORCID correction
h-index
8
i10
8
Citations
323
Works here
8
06
07
08
09
10
13
21
Most cited in this library
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
2006 · 60 citations
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
2021 · 52 citations
Mean Exit Times and the Multilevel Monte Carlo Method
2013 · 42 citations
An optimal pairs-trading rule
2013 · 42 citations
Convergence of Markov chain approximation on generalized HJB equation and its applications
2007 · 37 citations
Works
8 shown
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
IMA Journal of Numerical Analysis
·
2021
·
5 authors
·
Open access
52
citations
An optimal pairs-trading rule
Automatica
·
2013
·
2 authors
42
citations
Mean Exit Times and the Multilevel Monte Carlo Method
SIAM/ASA Journal on Uncertainty Quantification
·
2013
·
5 authors
·
Open access
42
citations
On the Continuity of Stochastic Exit Time Control Problems
Stochastic Analysis and Applications
·
2010
·
3 authors
·
Open access
24
citations
Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
Stochastic Analysis and Applications
·
2009
·
3 authors
32
citations
Numerical Solutions for Stochastic Differential Games With Regime Switching
IEEE Transactions on Automatic Control
·
2008
·
3 authors
34
citations
Convergence of Markov chain approximation on generalized HJB equation and its applications
Automatica
·
2007
·
1 author
37
citations
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
Automatica
·
2006
·
3 authors
60
citations