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The pedestrian principle for differential games

Stockbridge, Richard H.; Zheng, Ziyu - In: International game theory review 8 (2006) 4, pp. 715-737

Persistent link: https://www.econbiz.de/10003429212

Inter-temporal optimization in a stochastic environment : introduction ; editorial

Stein, Jerome L.; Zheng, Ziyu - In: Journal of banking & finance 31 (2007) 5, pp. 1287-1293

Persistent link: https://www.econbiz.de/10003461129

From rationality to bounded rationality

Zheng, Ziyu - In: Australian economic papers 44 (2005) 4, pp. 455-474

Persistent link: https://www.econbiz.de/10003237013

Analysis of technical, pure technical and scale efficiencies of Pakistan railways using data envelopment analysis and tobit regression model

Alam, Khalid Mehmood; Xuemei, Li; Baig, Saranjam; Yadong, Li - In: Networks and spatial economics : a journal of … 20 (2020) 4, pp. 989-1014

Persistent link: https://www.econbiz.de/10012417760

Worst case model risk management

Talay, Denis; Zheng, Ziyu - In: Finance and stochastics 6 (2002) 4, pp. 517-537

Persistent link: https://www.econbiz.de/10001702790

Consistent Valuation of Bespoke CDO Tranches

Li, Yadong - 2010

This paper describes a consistent and arbitrage-free pricing methodology for bespoke CDO tranches. The proposed method is a multi-factor extension to the (Li 2009) model, and it is free of the known flaws in the current standard pricing method of base correlation mapping. This method assigns a...

Persistent link: https://www.econbiz.de/10013146344