Zhaoxu Hou

Publication Activity (10 Years)

Years Active: 2016-2020
Publications (10 Years): 4

Top Topics

Iterative Learning Control

Financial Markets

Prior Knowledge

Top Venues

Finance Stochastics

Math. Oper. Res.

SIAM J. Financial Math.

Publications

Anna Aksamit, Zhaoxu Hou, Jan Oblój
Robust Framework for Quantifying the Value of Information in Pricing and Hedging. SIAM J. Financial Math. 11 (1) (2020)
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój
Pointwise Arbitrage Pricing Theory in Discrete Time. Math. Oper. Res. 44 (3) (2019)
Zhaoxu Hou, Jan Oblój
Robust pricing-hedging dualities in continuous time. Finance Stochastics 22 (3) (2018)
Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój
Robust pricing and hedging under trading restrictions and the emergence of local martingale models. Finance Stochastics 20 (3) (2016)