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Ziyu Zheng

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
RePEc Short-ID:pzh257
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  1. Yadong Li & Ziyu Zheng, 2010. "A Top-down Model for Cash CLO," Papers 1004.2865,
  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. 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.
  4. Denis Talay & Ziyu Zheng, 2002. "Worst case model risk management," Finance and Stochastics, Springer, vol. 6(4), pages 517-537.
    RePEc:bla:mathfi:v:13:y:2003:i:1:p:187-199 is not listed on IDEAS
    RePEc:bla:ausecp:v:44:y:2005:i:4:p:455-474 is not listed on IDEAS
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2010-04-24. Author is listed

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