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Zimu Zhu
Zimu Zhu
Visiting Assistant Professor, University of California, Santa Barbara
Verified email at ucsb.edu - Homepage
Title
Cited by
Cited by
Year
Convergence of the backward deep BSDE method with applications to optimal stopping problems
C Gao, S Gao, R Hu, Z Zhu
SIAM Journal on Financial Mathematics 14 (4), 1290-1303, 2023
72023
A portfolio choice problem under risk capacity constraint
W Tian, Z Zhu
Annals of Finance 18 (3), 285-326, 2022
12022
Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint
W Tian, Z Zhu
arXiv preprint arXiv:2210.01016, 2022
2022
A Dynamic Principal Agent Problem with One-sided Commitment
J Zhang, Z Zhu
arXiv preprint arXiv:2208.06473, 2022
2022
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