Zili Zhu
机构: Commonwealth Scientific and Industrial Research Organisation (CSIRO)
每年引用次数
引用次数
引用: 602
H-指数: 14
I10-指数 : 17
出版物: 69
The Effects of Liquidity on Multi-period Portfolio Selection: A Case Study of American Sector ETFs
Rongju Zhang , , Kais Hamza , Fima Klebaner
Annual International Conference on Operations Research and Statistics ( ORS 2016 ) 75 -83
2016
Superannuation drawdown behaviour: An analysis of longitudinal data
ANDREW Reeson , ZILI Zhu , THOMAS Sneddon , ALEC Stephenson
CSIRO-Monash Working Paper No. 2016-04
7
2016
Simulating Turbulent Combusting Flows with Fastflo
Zili Zhu , Nick Stokes
Proceedings of the Second Biennial Australian Engineering Mathematics Conference: 1996; Engineering Mathematics; Research, Education and Industry Linkage 259
1996
Household Assets Among Australian Age Pensioners: A preliminary analysis of data from the Department of Human Services
Peter Toscas , Andrew Reeson , Colin O'Hare , Zili Zhu
CSIRO Risklab Australia
2017
Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model
Geoffrey Lee , Zili Zhu , Nicolas Langren 'e
Research Papers in Economics
24
2016
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
Wen Chen , Chelle Wang , Bonsoo Koo , Colin O'Hare
Social Science Research Network
8
2019
Management flexibility, price uncertainty and the adoption of carbon forestry
Andrew Reeson , Lachlan Rudd , Zili Zhu
Land Use Policy 46 ( 46) 267 -272
9
2015
Option pricing with the SABR model on the GPU
Yu Tian , Zili Zhu , Fima C. Klebaner , Kais Hamza
high performance computational finance 1 -8
10
2010
A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures
Zili Zhu , Frank de Hoog
Journal of Derivatives 18 ( 1) 9 -17
11
2010
A scenario-based integrated approach for modeling carbon price risk
Zili Zhu , Paul Graham , Luke Reedman , Thomas Lo
Decisions in Economics and Finance 32 ( 1) 35 -48
11
2009
Pricing barrier and American options under the SABR model on the graphics processing unit
Yu Tian , Zili Zhu , Fima C. Klebaner , Kais Hamza
Concurrency and Computation: Practice and Experience 24 ( 8) 867 -879
13
2012
Real options analysis for land use management: Methods, application, and implications for policy
Courtney M. Regan , Brett A. Bryan , Jeffery D. Connor , Wayne S. Meyer
Journal of Environmental Management 161 144 -152
42
2015
Noninterest Income and Performance of Commercial Banking in China
Limei Sun , Siqin Wu , Zili Zhu , Alec Stephenson
Scientific Programming 2017 1 -8
31
2017
A Hybrid Stochastic Volatility Model Incorporating Local Volatility
Yu Tian , Zili Zhu , Fima Klebaner , Kais Hamza
international conference on computational and information sciences 333 -336
2
2012
A new space‐marching technique: Internal/external incompressible flows
Zili Zhu , Clive A. J. Fletcher
Communications in Applied Numerical Methods 8 ( 2) 71 -79
1992
A Multivariate Model to Quantify and Mitigate Cybersecurity Risk
Mark Bentley , Alec Stephenson , Peter Toscas , Zili Zhu
Risks 8 ( 2) 61
3
2020
Pricing window barrier options with a hybrid stochastic-local volatility model
Yu Tian , Zili Zhu , Geoffrey Lee , Thomas Lo
ieee conference on computational intelligence for financial engineering economics 370 -377
2014
A simulation-based portfolio optimization approach with least squares learning
Chenming Bao , Geoffrey Lee , Zili Zhu
Smpte Journal 2
5
2014
Superannuation drawdown behaviour
Thomas Sneddon , Andrew Reeson , Zili Zhu , Alec Stephenson
JASSA: The Journal of the Securities Institute of Australia ( 2) 42 -53
12
2016
Using the pension multiple to measure retirement outcomes
Aaron Minney , Zili Zhu , Ying Guo , Jiaming Li
Finance Research Letters 49 103149 -103149
2022