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Ziyu Zheng

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This is information that was supplied by Ziyu Zheng in registering through RePEc. If you are Ziyu Zheng , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ziyu
Middle Name:
Last Name: Zheng
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RePEc Short-ID: pzh257

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Affiliation

Works

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Working papers

  1. Yadong Li & Ziyu Zheng, 2010. "A Top-down Model for Cash CLO," Papers 1004.2865, arXiv.org.

Articles

  1. Stein, J.L. & Zheng, Ziyu, 2007. "Inter-temporal optimization in a stochastic environment: Introduction," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1287-1293, May.
  2. Richard H. Stockbridge & Ziyu Zheng, 2006. "The Pedestrian Principle For Differential Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 715-737.
  3. Ziyu Zheng, 2005. "From Rationality To Bounded Rationality ," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 455-474, December.
  4. Talay, Denis & Zheng, Ziyu, 2004. "Approximation of quantiles of components of diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 23-46, January.
  5. Denis Talay & Ziyu Zheng, 2003. "Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications," Mathematical Finance, Wiley Blackwell, vol. 13(1), pages 187-199.
  6. Denis Talay & Ziyu Zheng, 2002. "Worst case model risk management," Finance and Stochastics, Springer, vol. 6(4), pages 517-537.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2010-04-24. Author is listed

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