Zili Zhu

Identifiers

• name variant Zili Zhu 0.60 · backfill

Papers (4)

1. Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization q-fin.PM · 2018 · author #4
2. Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method q-fin.PM · 2017 · author #4
3. Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach q-fin.PM · 2016 · author #4
4. Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model q-fin.CP · 2015 · author #3

Mentions

• 1507.02847 #3 · backfill · confidence 0.70 Zili Zhu

Frequent Coauthors

• Nicolas Langren\'e 4 shared papers
• Fima Klebaner 3 shared papers
• kais Hamza 3 shared papers
• Rongju Zhang 3 shared papers
• Yu Tian 3 shared papers
• Geoffrey Lee 1 shared papers