Zili Zhu - Concepedia

Author

Zili Zhu

Commonwealth Scientific and Industrial Research Organisation

Also Known As

Lee, Geoffrey, Z. Q. Zhu, ZILI ZHU, Zhu, Zili, Zili Zhu

Publications

357

Citations

H-Index

Concepts

All Affiliations

Commonwealth Scientific and Industrial Research Organisation CSIRO Manufacturing Monash University Data61

About

Zili Zhu is an author at Commonwealth Scientific and Industrial Research Organisation specializing in business, engineering, and option pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	5	5	93
2	Engineering	5	5	78
3	Health Sciences	1	1	12
4	Medicine	1	1	12
5	Computer Engineering	1	1	15

Zili Zhu

Publications

199

Citations

H-Index

Page 1

	Year	Citations
Noninterest Income and Performance of Commercial Banking in China Limei Sun, Siqin Wu, Zili Zhu, Scientific Programming EconomicsFinancial EconomicsInternational FinanceNon-bank Financial InstitutionCommercial Banking	2017	30
Calibrating and Pricing with a Stochastic-Local Volatility Model Yu Tian, Zili Zhu, Geoffrey Lee, The Journal of Derivatives	2015	28
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach Rongju Zhang, Nicolas Langrené, Yu Tian, Quantitative Finance	2018	23
The Maokouan-Lopingian boundary sequences in South China Jin Yugan, Zili Zhu, Mei Shilong India-asia Collision ZoneEngineeringChinese CultureStructural GeologyEast Asian Studies	1994	22
Management flexibility, price uncertainty and the adoption of carbon forestry Andrew Reeson, Lachlan Rudd, Zili Zhu Land Use Policy EconomicsCarbon Emission TradingEngineeringCarbon PricingSmall-scale Forestry	2015	18
A scenario-based integrated approach for modeling carbon price risk Zili Zhu, Paul Graham, Luke Reedman, Decisions in Economics and Finance Carbon Emission TradingCarbon PricingRisk ManagementBusinessEnvironmental Economics	2009	18
Pricing barrier and American options under the SABR model on the graphics processing unit Yu Tian, Zili Zhu, Fima C. Klebaner, Concurrency and Computation Practice and Experience EngineeringGpu BenchmarkingAmerican OptionsGpu ComputingOperations Research	2011	15
A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures Zili Zhu, Frank de Hoog The Journal of Derivatives Mathematical ProgrammingNumerical AnalysisCerebrovascular DiseaseComplex Barrier StructuresVascular Imaging	2010	12
SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL Nicolas Langrené, Geoffrey Lee, Zili Zhu International Journal of Theoretical and Applied Finance Volatility ModelingEngineeringClosed-form ExpansionInverse GammaFinancial Mathematics	2016	12
Option pricing with the SABR model on the GPU Yu Tian, Zili Zhu, Fima C. Klebaner, Option PricingGpu ArchitectureEngineeringGpu BenchmarkingAmerican Option Pricing	2010	11

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