Publication Search Results
Exact matches for:
- Author = Zhou Z [web profile page]
1.
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.
2.
Zhou Z
Zhou Zhou:
Optimal Relative Performance Criteria in Mean-Field Contribution Games,
Mathematics of Operation Research,
48
(2023),
no. 4,
2233–2266.
3.
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.
4.
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.
5.
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.
6.
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.
7.
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.
8.
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.
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.
Zhou Z
Zhou Zhou:
Utility maximization when shorting American options,
SIAM Journal on Financial Mathematics,
12
(2021),
no. 1,
47–78.
11.
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.
12.
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.
13.
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.
14.
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.
15.
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
16.
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
17.
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.
18.
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.
| Number of matches: 18 |