The following pages link to Zhou Zhou (Q283791):
Displaying 50 items.
- A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation (Q283792) (← links)
- Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation (Q463418) (← links)
- Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (Q511478) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- On zero-sum optimal stopping games (Q1630415) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series (Q2095103) (← links)
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- Optimal bookmaking (Q2239899) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Reliable approximations of probability-constrained stochastic linear-quadratic control (Q2628676) (← links)
- On a stopping game in continuous time (Q2809215) (← links)
- Inference for non-stationary time-series autoregression (Q2864628) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options (Q2940751) (← links)
- On an Optimal Stopping Problem of an Insider (Q2967984) (← links)
- On nonparametric prediction of linear processes (Q3077668) (← links)
- Gaussian approximations for non-stationary multiple time series (Q3094088) (← links)
- (Q3180133) (← links)
- (Q3396956) (← links)
- The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case (Q4623148) (← links)
- Simultaneous Inference of Linear Models with Time Varying Coefficients (Q4632642) (← links)
- (Q4900571) (← links)
- Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977) (← links)
- Long-Term Prediction Intervals of Time Series (Q4975992) (← links)
- Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time (Q5000641) (← links)
- Inference for Linear Models with Dependent Errors (Q5088220) (← links)
- No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
- Change Point Analysis of Correlation in Non-stationary Time Series (Q5226601) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)
- (Q5280017) (← links)
- (Q5319927) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496) (← links)
- (Q5368239) (← links)
- ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS (Q5371134) (← links)
- Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints (Q5378119) (← links)
- A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- Optimal equilibria for time‐inconsistent stopping problems in continuous time (Q5855950) (← links)
