On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options. - Erhan Bayraktar; Zhou Zhou 004 (SIAM J. Financial Math., 2014)

On Hedging American Options under Model Uncertainty. - Erhan Bayraktar; Yu-Jui Huang; Zhou Zhou 004 (SIAM J. Financial Math., 2015)

No-Arbitrage and Hedging with Liquid American Options. - Erhan Bayraktar; Zhou Zhou 004 (Math. Oper. Res., 2019)

The Optimal Equilibrium for Time-Inconsistent Stopping Problems - The Discrete-Time Case. - Yu-Jui Huang; Zhou Zhou 004 (SIAM J. Control. Optim., 2019)

Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case. - Erhan Bayraktar; Jingjie Zhang; Zhou Zhou 004 (SIAM J. Financial Math., 2019)

Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time. - Yu-Jui Huang; Zhou Zhou 004 (Math. Oper. Res., 2021)

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games. - Beniamin Goldys; James Yang; Zhou Zhou 004 (SIAM J. Control. Optim., 2022)

Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Financial Math., 2022)

Optimal Relative Performance Criteria in Mean-Field Contribution Games. - Zhou Zhou 004 (Math. Oper. Res., 2023)

Stability of Equilibria in Time-Inconsistent Stopping Problems. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Control. Optim., 2023)

Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game. - Zhou Zhou 004 (SIAM J. Control. Optim., 2023)

Sharp Equilibria for Time-Inconsistent Mean-Field Stopping Games. - Ziyuan Wang; Zhou Zhou 004 (SIAM J. Control. Optim., 2024)

Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems. - Yu-Jui Huang; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Control. Optim., 2025)

Binomial-Tree Approximation for Time-Inconsistent Stopping. - Erhan Bayraktar; Zhenhua Wang; Zhou Zhou 004 (SIAM J. Financial Math., 2025)