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Zhu, Zili


 SSRN Author Rank: 30,399 by Downloads
 Dr
 

Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)


 Gate 5 Normanby Road
 Clayton
 Melbourne, Australian Capital Territory 3168
 Australia
 61 3 95458003 (Phone)
 61 3 9545 8080 (Fax)
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. Zhu, Zili's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
887
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Hybrid Stochastic Volatility Model Incorporating Local Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
2012 Fourth International Conference on Computational and Information Sciences (ICCIS)
Number of Pages in PDF File: 4
Tian, Yu
Monash Uiversity
Zhu, Zili
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
04 Jun 12
Last Revised:
28 Jan 14
378
(49,428)
 

2.  
Pricing Barrier and American Options under the SABR model on the GPU | Show Abstract | Download This Paper | Open PDF in Browser |
Concurrency and Computation: Practice and Experience, 2011
Number of Pages in PDF File: 15
Tian, Yu
Monash Uiversity
Zhu, Zili
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
04 Aug 10
Last Revised:
10 Apr 11
369
(50,924)
2

3.  
Pricing Window Barrier Options with a Hybrid Stochastic-Local Volatility Model | Show Abstract | Download This Paper | Open PDF in Browser |
2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics
Number of Pages in PDF File: 8
Tian, Yu
Monash Uiversity
Zhu, Zili
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Lee, Geoffrey
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Lo, Thomas
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
20 Nov 13
Last Revised:
23 Feb 14
115
(159,690)
 

4.  
Langrené, Nicolas
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Lee, Geoffrey
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Zhu, Zili
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Posted:
10 Jul 15
25
(335,048)
 

5.  
Calibrating and Pricing with a Stochastic-Local Volatility Model | Show Abstract |
Journal of Derivatives, Spring 2015, Vol. 22, No. 3: pp. 21-39, DOI: 10.3905/jod.2015.22.3.021
Tian, Yu
Monash Uiversity
Zhu, Zili
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Lee, Geoffrey
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Klebaner, Fima
Monash University
Hamza, Kais
Monash University
Posted:
30 Nov 12
Last Revised:
17 Mar 15
 


Records 1 - 5 of 5 matches
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