Details about Ziyu Zheng

Access statistics for papers by Ziyu Zheng.

Last updated 2011-10-12. Update your information in the RePEc Author Service.

Short-id: pzh257

Working Papers

2010

1. A Top-down Model for Cash CLO
   Papers, arXiv.org

Journal Articles

2007

1. Inter-temporal optimization in a stochastic environment: Introduction
   Journal of Banking & Finance, 2007, 31, (5), 1287-1293 View citations (1)

2005

2. FROM RATIONALITY TO BOUNDED RATIONALITY*
   Australian Economic Papers, 2005, 44, (4), 455-474

2004

3. Approximation of quantiles of components of diffusion processes
   Stochastic Processes and their Applications, 2004, 109, (1), 23-46 View citations (2)

2003

4. Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications
   Mathematical Finance, 2003, 13, (1), 187-199 View citations (3)

2002

5. Worst case model risk management
   Finance and Stochastics, 2002, 6, (4), 517-537 View citations (37)