Zhou Zhou

    Department of Mathematics
    University of Michigan


  • Contact:
    4072 East Hall, 530 Church Street,
    Ann Arbor, MI 48109, USA

    zhouzhou (at) umich (dot) edu
  • Curriculum Vitae

    Zhou Zhou

Employment

  • Postdoctoral Fellow, Institute for Mathematics and its Applications, University of Minnesota (Sept 2015- )

Education

Publications

  • Erhan Bayraktar & Zhou Zhou, On an Optimal Stopping Problem of an Insider, to appear in Theory of Probability and Its Applications . [ArXiv][SSRN]

  • Erhan Bayraktar, Yu-Jui Huang & Zhou Zhou, On Hedging American Options under Model Uncertainty, to appear in SIAM Journal on Financial Mathematics (SIFIN) . [ArXiv][SSRN]

  • Erhan Bayraktar & Zhou Zhou, On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints, to appear in Mathematical Finance . [ArXiv][SSRN]

  • Erhan Bayraktar, Yuchong Zhang & Zhou Zhou, A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty, Risks, 2(4), 425-433, 2014. [ArXiv][SSRN][Article]

  • Erhan Bayraktar & Zhou Zhou, On Controller-stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options, SIFIN (SIAM Journal on Financial Mathematics), 5 (1), 20-49, 2014. [ArXiv][SSRN][Article]

Preprints

  • Erhan Bayraktar & Zhou Zhou (2015), Arbitrage, Hedging and Utility Maximization Using Semi-static Trading Strategies with American Options. [ArXiv][SSRN]

  • Erhan Bayraktar & Zhou Zhou (2014), On a Stopping Game in Continuous Time. [ArXiv]

  • Erhan Bayraktar & Zhou Zhou (2014), On Zero-sum Optimal Stopping Games. [ArXiv][SSRN]

Presentations

  • Stochastic Portfolio Theory and related topics, Columbia University, May 8 and 9, 2015.

  • Financial/Actuarial Mathematics Seminar, University of Michigan, April 1, 2015.

  • Financial/Actuarial Mathematics Seminar, University of Michigan, December 10, 2014.

  • Mini-symposium speaker at the SIAM Conference on Financial Mathematics and Engineering, November 13-15, 2014.

  • Financial/Actuarial Mathematics Seminar, University of Michigan, March 26, 2014.

  • Financial/Actuarial Mathematics Seminar, University of Michigan, January 29, 2014.

  • Financial/Actuarial Mathematics Seminar, University of Michigan, December 10, 2012.

Teaching

  • Instructor:

    • Math 216 Calculus IV (Fall 2014).
    • Math 215 Calculus III (Fall 2012).
    • Math 115 Calculus I (Winter 2012).
    • Math 105 Pre-calculus (Fall 2011).
  • Teaching Assistant:

    • Math/IOE 623 Computational Finance (Fall 2013).

Miscellaneous


Last updated on 06/08/2015