Ti Zhou, Ph.D. - Publications
Affiliations: | 2008 | Department of Mathematics | University of Texas at Austin, Austin, Texas, U.S.A. |
Area:
Mathematics, FinanceYear | Citation | Score | |||
---|---|---|---|---|---|
2010 | Zhou T. Indifference valuation of mortgage-backed securities in the presence of prepayment risk Mathematical Finance. 20: 479-507. DOI: 10.1111/J.1467-9965.2010.00407.X | 0.336 | |||
2009 | Zariphopoulou T, Zhou T. Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance Handbook of Numerical Analysis. 15: 227-253. DOI: 10.1016/S1570-8659(08)00006-9 | 0.414 | |||
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