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Zhu, Steven H.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
27,226 |
Total
Citations
7 |
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1.
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Zhu, Steven H.
Banc of America Merrill Lynch Pykhtin, Michael
Bank of America
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16 Jan 08
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Last Revised:
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04 Mar 08
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20,589
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3
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Credit Risk, Credit Exposure, Credit Value Adjustment, Netting and Margin Agreement
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2.
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Zhu, Steven H.
Banc of America Merrill Lynch Pykhtin, Michael
Bank of America
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01 Nov 06
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Last Revised:
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02 Sep 09
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5,704
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Basel II, Collateral, Credit Exposure, Regulatory Capital and Counterparty Credit Risk
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3.
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A Conditional Valuation Approach for Path-Dependent Instruments
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Versions (2)
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Zhu, Steven H.
Banc of America Merrill Lynch Lomibao, Dante
Morgan Stanley
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Posted:
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26 Sep 05
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Last Revised:
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01 Jun 08
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933
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Zhu, Steven H.
Banc of America Merrill Lynch Lomibao, Dante
Morgan Stanley
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Credit risk, Derivative pricing, Brownian bridge and Conditional valuation
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Zhu, Steven H.
Banc of America Merrill Lynch Lomibao, Dante
Morgan Stanley
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933
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Credit risk, Derivative pricing, Brownian bridge and Conditional valuation
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4.
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Zhu, Steven H.
Banc of America Merrill Lynch
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Brownian Motion, Colored Noise, Option Pricing and Fokker-Planck Equation
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5.
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Huang, Chi-fu
Long Term Capital Management Taksar, Michael I.
University of Missouri at Columbia - Department of Mathematics Zhu, Steven H.
Banc of America Merrill Lynch
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Optimal Control, Differential Games, Stochastic Calculation and Optimization
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6.
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Zhu, Steven H.
Banc of America Merrill Lynch
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Singular stochastic control,Dynamic programming,Variational inequality,Penalization method,Generalized solution,Nearly optimal control
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7.
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Zhu, Steven H.
Banc of America Merrill Lynch
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10 Jan 06
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Last Revised:
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20 Nov 07
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Optimal control, stopped processes, smooth subsolution, convex duality, strong and weak problems
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8.
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Optimal Consumption and Portfolio Rules with Durability and Habit Formation
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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Posted:
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01 Nov 00
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Last Revised:
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25 Nov 05
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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9.
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Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics
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Export Bibliographic Info |
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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Posted:
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29 Oct 00
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Last Revised:
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25 Nov 05
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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Hindy, Ayman
Stanford Graduate School of Business Zhu, Steven H.
Banc of America Merrill Lynch Huang, Chi-fu
Long Term Capital Management
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