Zhaoxu Hou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Robust Framework for Quantifying the Value of Information in Pricing and Hedging
SIAM Journal on Financial Mathematics
2020-05-29Paper
Pointwise Arbitrage Pricing Theory in Discrete Time
Mathematics of Operations Research
2020-04-30Paper
Robust pricing-hedging dualities in continuous time
Finance and Stochastics
2018-07-16Paper
Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Finance and Stochastics
2016-09-07Paper


Research outcomes over time


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