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Equilibrium concepts for time‐inconsistent stopping problems in continuous time
Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou - In: Mathematical Finance 31 (2020) 1, pp. 508-530
Persistent link: https://www.econbiz.de/10012410102
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On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan; Zhou, Zhou - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
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Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan; Zhou, Zhou - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
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No-arbitrage and hedging with liquid American options
Bayraktar, Erhan; Zhou, Zhou - In: Mathematics of operations research 44 (2019) 2, pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
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Optimal relative performance criteria in mean-field contribution games
Zhou, Zhou - In: Mathematics of operations research 48 (2023) 4, pp. 2233-2266
Persistent link: https://www.econbiz.de/10014437824
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Information aggregation : evidence from lockdown of subsidiaries
Hamed, Allaudeen; Massa, Massimo; Ni, Zhenghui; Zhou, Zhou - 2024
Persistent link: https://www.econbiz.de/10015062996
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Optimal equilibria for time‐inconsistent stopping problems in continuous time
Huang, Yu‐Jui; Zhou, Zhou - In: Mathematical Finance 30 (2019) 3, pp. 1103-1134
Persistent link: https://www.econbiz.de/10012192406
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Optimal equilibria for time‐inconsistent stopping problems in continuous time
Huang, Yu‐Jui; Zhou, Zhou - In: Mathematical Finance (2020)
Persistent link: https://www.econbiz.de/10012283193
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Measuring nonlinear dependence in time‐series, a distance correlation approach
Zhou, Zhou - In: Journal of Time Series Analysis 33 (2012) 3, pp. 438-457
Persistent link: https://www.econbiz.de/10011036579
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On linear models with long memory and heavy-tailed errors
Zhou, Zhou; Wu, Wei Biao - In: Journal of Multivariate Analysis 102 (2011) 2, pp. 349-362
We consider the robust estimation of regression parameters in linear models with long memory and heavy-tailed errors. Asymptotic Bahadur-type representations of robust estimates are developed and their limiting distributions are obtained. It is shown that the limiting distributions are very...
Persistent link: https://www.econbiz.de/10008861599