Dr Zhou Zhou

Member of China Studies Centre

F07 - Carslaw Building
The University of Sydney


Website Personal Website
Curriculum vitae Curriculum vitae

Research interests

Mathematical finance, stochastic control, optimal stopping, applied probability.

Teaching and supervision

Timetable

Z_Zhou

Selected publications

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Journals

  • Bayraktar, E., Zhou, Z. (2017). On an optimal stopping problem of an insider. Theory of Probability and Its Applications, 61(1), 129-133. [More Information]
  • Bayraktar, E., Zhou, Z. (2017). On Arbitrage And Duality Under Model Uncertainty And Portfolio Constraints. Mathematical Finance, 27(4), 988-1012. [More Information]
  • Bayraktar, E., Zhou, Z. (2017). Super-Hedging American Options With Semi-Static Trading Strategies Under Model Uncertainty. International Journal of Theoretical and Applied Finance, 20(6), 1750036-1-1750036-10. [More Information]
  • Bayraktar, E., Zhou, Z. (2016). Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. Annals of Applied Probability, 26(6), 3531-3558. [More Information]
  • Bayraktar, E., Zhou, Z. (2016). On a stopping game in continuous time. Proceedings of the American Mathematical Society, 144(8), 3589-3596. [More Information]
  • Bayraktar, E., Huang, Y., Zhou, Z. (2015). On hedging American options under model uncertainty. SIAM Journal on Financial Mathematics, 6(1), 425-447. [More Information]
  • Bayraktar, E., Zhang, Y., Zhou, Z. (2014). A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. Risks, 2(October 2014), 425-433. [More Information]
  • Bayraktar, E., Zhou, Z. (2014). On controller-stopper problems with jumps and their applications to indifference pricing of American options. SIAM Journal on Financial Mathematics, 5(1), 20-49. [More Information]

2017

  • Bayraktar, E., Zhou, Z. (2017). On an optimal stopping problem of an insider. Theory of Probability and Its Applications, 61(1), 129-133. [More Information]
  • Bayraktar, E., Zhou, Z. (2017). On Arbitrage And Duality Under Model Uncertainty And Portfolio Constraints. Mathematical Finance, 27(4), 988-1012. [More Information]
  • Bayraktar, E., Zhou, Z. (2017). Super-Hedging American Options With Semi-Static Trading Strategies Under Model Uncertainty. International Journal of Theoretical and Applied Finance, 20(6), 1750036-1-1750036-10. [More Information]

2016

  • Bayraktar, E., Zhou, Z. (2016). Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. Annals of Applied Probability, 26(6), 3531-3558. [More Information]
  • Bayraktar, E., Zhou, Z. (2016). On a stopping game in continuous time. Proceedings of the American Mathematical Society, 144(8), 3589-3596. [More Information]

2015

  • Bayraktar, E., Huang, Y., Zhou, Z. (2015). On hedging American options under model uncertainty. SIAM Journal on Financial Mathematics, 6(1), 425-447. [More Information]

2014

  • Bayraktar, E., Zhang, Y., Zhou, Z. (2014). A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. Risks, 2(October 2014), 425-433. [More Information]
  • Bayraktar, E., Zhou, Z. (2014). On controller-stopper problems with jumps and their applications to indifference pricing of American options. SIAM Journal on Financial Mathematics, 5(1), 20-49. [More Information]

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