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Ti Zhou, Ph.D. - Publications

Affiliations: 
2008 Department of Mathematics University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
Mathematics, Finance
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2 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year 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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