List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach Quantitative Finance | 2019-09-26 | Paper |
| CVaR-minimising hedging by a smoothing method ANZIAM Journal | 2018-05-08 | Paper |
| Switching to nonaffine stochastic volatility: a closed-form expansion for the inverse gamma model International Journal of Theoretical and Applied Finance | 2016-08-26 | Paper |
| A scenario-based integrated approach for modeling carbon price risk Decisions in Economics and Finance | 2009-06-22 | Paper |
| A new space-marching technique: Internal/external incompressible flows Communications in Applied Numerical Methods | 1992-06-28 | Paper |
| A study of sequential solutions for the reduced/complete Navier-Stokes equations with multigrid acceleration Computers and Fluids | 1991-01-01 | Paper |
Research outcomes over time
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