Yuchong Zhang
Yuchong Zhang
Department of Statistical Sciences, University of Toronto
Verified email at utoronto.ca - Homepage
Title
Cited by
Cited by
Year
Minimizing the probability of lifetime ruin under ambiguity aversion
E Bayraktar, Y Zhang
SIAM Journal on Control and Optimization 53 (1), 58-90, 2015
422015
Fundamental theorem of asset pricing under transaction costs and model uncertainty
E Bayraktar, Y Zhang
Mathematics of Operations Research 41 (3), 1039-1054, 2016
272016
Stochastic Perron's method for the probability of lifetime ruin problem under transaction costs
E Bayraktar, Y Zhang
SIAM Journal on Control and Optimization 53 (1), 91-113, 2015
192015
A mean field competition
M Nutz, Y Zhang
Mathematics of Operations Research 44 (4), 1245-1263, 2019
162019
A note on the fundamental theorem of asset pricing under model uncertainty
E Bayraktar, Y Zhang, Z Zhou
Risks 2 (4), 425-433, 2014
122014
A rank-based mean field game in the strong formulation
E Bayraktar, Y Zhang
Electronic Communications in Probability 21, 2016
112016
Lifetime ruin under ambiguous hazard rate
VR Young, Y Zhang
Insurance: Mathematics and Economics 70, 125-134, 2016
82016
Large tournament games
E Bayraktar, J Cvitanić, Y Zhang
The Annals of Applied Probability 29 (6), 3695-3744, 2019
52019
Conditional optimal stopping: A time-inconsistent optimization
M Nutz, Y Zhang
Available at SSRN 3409585, 2019
32019
Teamwise Mean Field Competitions
X Yu, Y Zhang, Z Zhou
Available at SSRN 3638969, 2020
2020
Terminal Ranking Games
E Bayraktar, Y Zhang
arXiv preprint arXiv:1906.09628, 2019
2019
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Articles 1–11