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A Note on the Fundamental Theo...
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
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2
Terminal ranking games
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1349-1365
Persistent link: https://www.econbiz.de/10012796644
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3
A continuous time framework for sequential goal-based wealth management
Capponi, Agostino
;
Zhang, Yuchong
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7664-7691
Persistent link: https://www.econbiz.de/10015144290
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4
Lifetime ruin under ambiguous hazard rate
Young, Virginia R.
;
Zhang, Yuchong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 125-134
Persistent link: https://www.econbiz.de/10011597201
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5
A mean field competition
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
44
(
2019
)
4
,
pp. 1245-1263
Persistent link: https://www.econbiz.de/10012128355
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6
Mean field contest with singularity
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1095-1118
Persistent link: https://www.econbiz.de/10014314980
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7
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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8
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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9
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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10
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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