108 citations · 345 across the 44 of their papers we have counts for
5 papers · 1 filter
Multi-player stopping games in continuous time
Zhou Zhou
We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop. Moreover, each playe…
Non-zero-sum stopping games in discrete time
Zhou Zhou
We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each…
Non-zero-sum stopping games in continuous time
Zhou Zhou
On a filtered probability space , we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(ρ,τ)],…
Change point analysis of second order characteristics in non-stationary time series
Holger Dette, Weichi Wu, Zhou Zhou
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the nul…
Arbitrage, hedging and utility maximization using semi-static trading strategies with American options
Erhan Bayraktar, Zhou Zhou
We consider a financial market where stocks are available for dynamic trading, and European and American options are available for static trading (semi-static trading strategies).…