Publication Search Results

Exact matches for:

• Author = Zhou Z     [web profile page]

1. Zhou Z
Zhou Zhou: Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time, Mathematical Finance, 34 (2024), no. 4, 1089–1122.

2. Wang Z, Zhou Z
Ziyuan Wang and Zhou Zhou: Sharp Equilibria for Time-Inconsistent Mean-Field Stopping Games, SIAM Journal on Control and Optimization, 62 (2024), no. 4, 2319–2345.

3. Zhou Z
Zhou Zhou: Optimal Relative Performance Criteria in Mean-Field Contribution Games, Mathematics of Operation Research, 48 (2023), no. 4, 2233–2266.

4. Zhou Z
Zhou Zhou: Time inconsistency, precommitment, and equilibrium strategies for a stackelberger game, SIAM Journal on Control and Optimization, 61 (2023), no. 2, 361–397.

5. Huang YJ, Zhou Z
Yu-Jui Huang, Zhou Zhou: A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria, Finance and Stochastics, 26 (2022), no. 2, 301–334.

6. Goldys B, Yang JTF, Zhou Z
Beniamin Goldys, James Yang and Zhou Zhou: Singular perturbation of zero-sum linear quadratic stochastic differential games, SIAM Journal on Control and Optimization, 60 (2022), no. 1, 48–80.

7. Yu X, Zhang Y, Zhou Z
Xiang Yu, Yuchong Zhang, Zhou Zhou: Teamwise Mean Field Competitions, Applied Mathematics & Optimization, 84 (2021), no. No. 1 Suppl., S903–S942.

8. Bayraktar E, Zhang X, Zhou Z
Erhan Bayraktar, Xin Zhang, Zhou Zhou: Transport Plans with Domain Constraints, Applied Mathematics & Optimization, 84 (2021), no. 1, 1131–1158.

9. Lorig M, Zhou Z, Zou B
Matthew Lorig, Zhou Zhou, Bin Zou: Optimal bookmaking, European Journal of Operational Research, 295 (2021), no. 2, 560–574.

10. Lorig M, Zhou Z, Zou B
Matthew Lorig, Zhou Zhou, Bin Zou: Optimal bookmaking, European Journal of Operational Research, 295 (2021), no. 2, 560–574.

11. Zhou Z
Zhou Zhou: Utility maximization when shorting American options, SIAM Journal on Financial Mathematics, 12 (2021), no. 1, 47–78.

12. Bayraktar E, Zhang J, Zhou Z
Erhan Bayraktar, Jingjie Zhang and Zhou Zhou: Equilibrium concepts for time‐inconsistent stopping problems in continuous time, Mathematical Finance, 31 (2021), no. 1, 508–530.

13. Huang YJ, Zhou Z
Yu-Jui Huang, Zhou Zhou: Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time, Mathematical Finance, 30 (2020), 1103–1134.

14. Zhou Z, Jin Z
Zhou Zhou, Zhuo Jin: Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time, Insurance: Mathematics and Economics, 94 (2020), no. September 2020, 100–108.

15. Bayraktar E, Zhang J, Zhou Z
Erhan Bayraktar, Jingjie Zhang, and Zhou Zhou: Time Consistent Stopping for the Mean-Standard Deviation Problem—The Discrete Time Case, SIAM Journal on Financial Mathematics, 10 (2019), no. 3, 667–697.

16. Bayraktar E, Zhou Z
Erhan Bayraktar and Zhou Zhou: No-arbitrage and hedging with liquid American options, Mathematics of Operations Research, 44 (2019), no. 2, 468–486. MR3959081

17. Lorig M, Zhou Z, Zou B
Matthew Lorig, Zhou Zhou and Bin Zou: A Mathematical Analysis of Technical Analysis, Applied Mathematical Finance, 26 (2019), no. 1, 38–68. MR3945982

18. Huang YJ, Zhou Z
Yu-Jui Huang and Zhou Zhou: The optimal equilibrium for time-inconsistent stopping problems—the discrete-time case, SIAM Journal on Control and Optimization, 57 (2019), no. 1, 590–609.

19. Bayraktar E, Zhou Z
Erhan Bayraktar and Zhou Zhou: On Zero-sum Optimal Stopping Games, Applied Mathematics and Optimization, 78 (2018), no. 3, 457–468.

20. Goldys B, Yang JTF, Zhou Z
Beniamin Goldys, James Yang, and Zhou Zhou: Singular perturbations of zero-sum linear-quadratic stochastic differential games, (2020), preprint.

21. Goldys B, Tessitore G, Yang YH, Zhou Z
Beniamin Goldys, Gianmario Tessitore, James Yang and Zhou Zhou: Multiscale Linear-Quadratic Stochastic Optimal Control with multiplicative noise, (2020), preprint.