Bin Zou

Orcid: 0000-0002-7390-7979

Affiliations:
  • University of Connecticut, Department of Mathematics, Storrs, CT, USA
  • University of Washington, Department of Applied Mathematics, Seattle, WA, USA (former)
  • Technical University of Munich, Department of Mathematics, Germany (2015 - 2016)
  • University of Alberta, Edmonton, AB, Canada (PhD 2014)


According to our database1, Bin Zou authored at least 9 papers between 2018 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional.
SIAM J. Financial Math., March, 2024

2023
Reinsurance games with two reinsurers: Tree versus chain.
Eur. J. Oper. Res., October, 2023

Hedging with automatic liquidation and leverage selection on bitcoin futures.
Eur. J. Oper. Res., 2023

2022
Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models.
SIAM J. Financial Math., 2022

Mean-Variance Portfolio Selection in Contagious Markets.
SIAM J. Financial Math., 2022

2021
Quadratic hedging for sequential claims with random weights in discrete time.
Oper. Res. Lett., 2021

Optimal bookmaking.
Eur. J. Oper. Res., 2021

Optimal Bitcoin trading with inverse futures.
Ann. Oper. Res., 2021

2018
Systemic risk and optimal fee for central clearing counterparty under partial netting.
Oper. Res. Lett., 2018


  Loading...