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Zhou Zhou
Zhou Zhou
School of Mathematics and Statistics, University of Sydney
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
YJ Huang, Z Zhou
Mathematics of Operations Research 46 (2), 428-451, 2021
512021
On hedging American options under model uncertainty
E Bayraktar, YJ Huang, Z Zhou
SIAM Journal on Financial Mathematics 6 (1), 425-447, 2015
432015
On arbitrage and duality under model uncertainty and portfolio constraints
E Bayraktar, Z Zhou
Mathematical Finance 27 (4), 988-1012, 2017
402017
Optimal equilibria for time‐inconsistent stopping problems in continuous time
YJ Huang, Z Zhou
Mathematical Finance 30 (3), 1103-1134, 2020
362020
The optimal equilibrium for time-inconsistent stopping problems---the discrete-time case
YJ Huang, Z Zhou
SIAM journal on control and optimization 57 (1), 590-609, 2019
362019
Equilibrium concepts for time‐inconsistent stopping problems in continuous time
E Bayraktar, J Zhang, Z Zhou
Mathematical Finance 31 (1), 508-530, 2021
33*2021
Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case
E Bayraktar, J Zhang, Z Zhou
SIAM journal on financial mathematics 10 (3), 667-697, 2019
222019
Super-hedging American options with semi-static trading strategies under model uncertainty
E Bayraktar, Z Zhou
International Journal of Theoretical and Applied Finance 20 (06), 1750036, 2017
192017
A note on the fundamental theorem of asset pricing under model uncertainty
E Bayraktar, Y Zhang, Z Zhou
Risks 2 (4), 425-433, 2014
192014
Arbitrage, hedging and utility maximization using semi-static trading strategies with American options
E Bayraktar, Z Zhou
152016
On controller-stopper problems with jumps and their applications to indifference pricing of American options
E Bayraktar, Z Zhou
SIAM Journal on Financial Mathematics 5 (1), 20-49, 2014
122014
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
E Bayraktar, Z Wang, Z Zhou
Mathematical Finance 33 (3), 797-841, 2023
112023
No-arbitrage and hedging with liquid American options
E Bayraktar, Z Zhou
Mathematics of Operations Research 44 (2), 468-486, 2019
112019
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
YJ Huang, Z Zhou
Finance and Stochastics 26 (2), 301-334, 2022
102022
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Z Zhou, Z Jin
Insurance: Mathematics and Economics 94, 100-108, 2020
102020
A mathematical analysis of technical analysis
M Lorig, Z Zhou, B Zou
Applied Mathematical Finance 26 (1), 38-68, 2019
102019
Teamwise mean field competitions
X Yu, Y Zhang, Z Zhou
Applied Mathematics & Optimization 84, 903-942, 2021
82021
On zero-sum optimal stopping games,(2014)
E Bayraktar, Z Zhou
Preprint, 0
6
Stability of equilibria in time-inconsistent stopping problems
E Bayraktar, Z Wang, Z Zhou
SIAM Journal on Control and Optimization 61 (2), 674-696, 2023
52023
Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
E Bayraktar, Z Wang, Z Zhou
SIAM Journal on Financial Mathematics 13 (4), SC123-SC135, 2022
42022
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Articles 1–20