Zhaoxu Hou

According to our database1, Zhaoxu Hou authored at least 4 papers between 2016 and 2020.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2020
Robust Framework for Quantifying the Value of Information in Pricing and Hedging.
SIAM J. Financial Math., 2020

2019
Pointwise Arbitrage Pricing Theory in Discrete Time.
Math. Oper. Res., 2019

2018
Robust pricing-hedging dualities in continuous time.
Finance Stochastics, 2018

2016
Robust pricing and hedging under trading restrictions and the emergence of local martingale models.
Finance Stochastics, 2016


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