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W. Zhou
W. Zhou
J.P.Morgan Chase
Verified email at jpmorgan.com
Title
Cited by
Cited by
Year
Two rationales behind the ‘buy-and-hold or sell-at-once’strategy
SCP Yam, SP Yung, W Zhou
Journal of Applied Probability 46 (3), 651-668, 2009
252009
Game call options revisited
SCP Yam, SP Yung, W Zhou
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
222014
Optimal selling time in stock market over a finite time horizon
SCP Yam, SP Yung, W Zhou
Acta Mathematicae Applicatae Sinica, English Series 28 (3), 557-570, 2012
182012
Callable stock loans
CC Siu, SCP Yam, W Zhou
Recent Advances in Financial Engineering 2014: Proceedings of the TMU …, 2016
10*2016
A unified “bang-bang” principle with respect to R-invariant performance benchmarks
SCP Yam, SP Yung, W Zhou
Теория вероятностей и ее применения 57 (2), 405-414, 2012
102012
Optimal liquidation of child limit orders
SCP Yam, W Zhou
Mathematics of Operations Research 42 (2), 517-545, 2017
42017
A Unified “Bang-Bang” Principle with Respect to \ccR-Invariant Performance Benchmarks
SCP Yam, SP Yung, W Zhou
Theory of Probability & Its Applications 57 (2), 357-366, 2013
42013
Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
HK Fung, LK Li, SP Yung, W Zhou
Risk and Decision Analysis 4 (1), 59-68, 2013
12013
Topics in optimal stopping with applications in mathematical finance
W Zhou
HKU Theses Online (HKUTO), 2011
2011
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