Nonlinear Expectations and Stochastic Calculus under UncertaintyShige Peng · First published 2019Open the Tome
Real options, ambiguity, risk and insuranceAlain Bensoussan, Shige Peng, Jaeyoung Sung · First published 2013Open the Tome
Stochastic methods in financeKerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer · First published 2004Open the Tome
