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Ti Zhou, Ph.D.

Affiliations: 
2008 Department of Mathematics University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
Mathematics, Finance
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Thaleia Zariphopoulou grad student 2008 UT Austin
 (Essays on pricing and portfolio choice in incomplete markets.)

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Publications

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Zhou T. (2010) Indifference valuation of mortgage-backed securities in the presence of prepayment risk Mathematical Finance. 20: 479-507
Zariphopoulou T, Zhou T. (2009) Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance Handbook of Numerical Analysis. 15: 227-253
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