108 citations · 345 across the 44 of their papers we have counts for
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math.PR2014★ 1 cited
On a Stopping Game in continuous time
Erhan Bayraktar, Zhou Zhou
We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin g…
math.PR2014
On Zero-sum Optimal Stopping Games
Erhan Bayraktar, Zhou Zhou
On a filtered probability space , we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E…
math.PR2014
On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints
Erhan Bayraktar, Zhou Zhou
We consider the fundamental theorem of asset pricing (FTAP) and hedging prices of options under non-dominated model uncertainty and portfolio constrains in discrete time. We first…