| Strong and weak equilibria for time-inconsistent stochastic control in continuous time YJ Huang, Z Zhou Mathematics of Operations Research 46 (2), 428-451, 2021 | 53 | 2021 |
| On arbitrage and duality under model uncertainty and portfolio constraints E Bayraktar, Z Zhou Mathematical Finance 27 (4), 988-1012, 2017 | 41 | 2017 |
| On hedging American options under model uncertainty E Bayraktar, YJ Huang, Z Zhou SIAM Journal on Financial Mathematics 6 (1), 425-447, 2015 | 41 | 2015 |
| Optimal equilibria for time‐inconsistent stopping problems in continuous time YJ Huang, Z Zhou Mathematical Finance 30 (3), 1103-1134, 2020 | 37 | 2020 |
| The optimal equilibrium for time-inconsistent stopping problems---the discrete-time case YJ Huang, Z Zhou SIAM journal on control and optimization 57 (1), 590-609, 2019 | 37 | 2019 |
| Equilibrium concepts for time‐inconsistent stopping problems in continuous time E Bayraktar, J Zhang, Z Zhou Mathematical Finance 31 (1), 508-530, 2021 | 35* | 2021 |
| Time consistent stopping for the mean-standard deviation problem---The discrete time case E Bayraktar, J Zhang, Z Zhou SIAM journal on financial mathematics 10 (3), 667-697, 2019 | 24 | 2019 |
| Super-hedging American options with semi-static trading strategies under model uncertainty E Bayraktar, Z Zhou International Journal of Theoretical and Applied Finance 20 (06), 1750036, 2017 | 20 | 2017 |
| A note on the fundamental theorem of asset pricing under model uncertainty E Bayraktar, Y Zhang, Z Zhou Risks 2 (4), 425-433, 2014 | 20 | 2014 |
| Arbitrage, hedging and utility maximization using semi-static trading strategies with American options E Bayraktar, Z Zhou | 15 | 2016 |
| Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes E Bayraktar, Z Wang, Z Zhou Mathematical Finance 33 (3), 797-841, 2023 | 12 | 2023 |
| A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria YJ Huang, Z Zhou Finance and Stochastics 26 (2), 301-334, 2022 | 12 | 2022 |
| On controller-stopper problems with jumps and their applications to indifference pricing of American options E Bayraktar, Z Zhou SIAM Journal on Financial Mathematics 5 (1), 20-49, 2014 | 12 | 2014 |
| Teamwise mean field competitions X Yu, Y Zhang, Z Zhou Applied Mathematics & Optimization 84, 903-942, 2021 | 11 | 2021 |
| Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time Z Zhou, Z Jin Insurance: Mathematics and Economics 94, 100-108, 2020 | 11 | 2020 |
| No-arbitrage and hedging with liquid American options E Bayraktar, Z Zhou Mathematics of Operations Research 44 (2), 468-486, 2019 | 11 | 2019 |
| A mathematical analysis of technical analysis M Lorig, Z Zhou, B Zou Applied Mathematical Finance 26 (1), 38-68, 2019 | 10 | 2019 |
| Convergence of policy improvement for entropy-regularized stochastic control problems YJ Huang, Z Wang, Z Zhou arXiv preprint arXiv:2209.07059, 2022 | 9 | 2022 |
| Stability of equilibria in time-inconsistent stopping problems E Bayraktar, Z Wang, Z Zhou SIAM Journal on Control and Optimization 61 (2), 674-696, 2023 | 6 | 2023 |
| On zero-sum optimal stopping games,(2014) E Bayraktar, Z Zhou Preprint, 0 | 6 | |
Erhan BayraktarProfessor, University of Michigan, Department of Mathematics在 umich.edu 的电子邮件经过验证
