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On Arbitrage and Duality Under...
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ECONIS (ZBW)
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1
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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2
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
Saved in:
3
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
Saved in:
4
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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5
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
Saved in:
6
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
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7
Do intra-day auctions improve market liquidity?
Quan Gan
;
Leung, Henry
;
Zhou, Zhou
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012820064
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8
Nonparametric inference for time-varying coefficient quantile regression
Wu, Weichi
;
Zhou, Zhou
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10011704128
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9
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Zhou, Zhou
;
Jin, Zhuo
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 100-108
Persistent link: https://www.econbiz.de/10012419145
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10
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
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