S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Chao Zhou · Study
Home
/
Author
Chao Zhou
6 works
· latest 2021
· 3 institutions
cluster: provisional
ORCID 0000-0002-3353-5146
Follow
Suggest an ORCID correction
h-index
6
i10
6
Citations
296
Works here
6
13
14
15
18
21
Most cited in this library
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL
2013 · 94 citations
Stochastic control for a class of nonlinear kernels and applications
2015 · 59 citations
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
2018 · 48 citations
The Alpha‐Heston stochastic volatility model
2021 · 35 citations
4 Second Order BSDEs with Jumps: Formulation and Uniqueness∗
2014 · 31 citations
Works
6 shown
The Alpha‐Heston stochastic volatility model
Mathematical Finance
·
2021
·
4 authors
·
Open access
35
citations
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2018
·
4 authors
·
Open access
48
citations
Stochastic control for a class of nonlinear kernels and applications
arXiv (Cornell University)
·
2015
·
3 authors
·
preprint
·
Open access
59
citations
4 Second Order BSDEs with Jumps: Formulation and Uniqueness∗
·
2014
·
3 authors
·
preprint
31
citations
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL
Mathematical Finance
·
2013
·
3 authors
·
Open access
94
citations
Second order backward stochastic differential equations with quadratic growth
Stochastic Processes and their Applications
·
2013
·
2 authors
·
Open access
29
citations