Zhou Zhou

Zhou Zhou is a Senior Lecturer in the School of Mathematics and Statistics at The University of Sydney. Their research areas include Probability and stochastic processes, and Econometrics and financial mathematics. Zhou is based at the Carslaw Building, Room 607, and can be contacted via email at zhou.zhou@sydney.edu.au. Their profile page provides further details on research and publications.

Zhou Zhou is a researcher in mathematical finance, optimal stopping, and stochastic control and games. Their work focuses on time-inconsistent stochastic control, equilibria for stopping problems, and applications to financial markets. Zhou's research includes topics such as arbitrage, hedging, and duality under model uncertainty, as well as optimal strategies for American options and dividend problems. They have also explored the intersection of technical analysis and financial mathematics, emphasizing the role of semi-static trading strategies and entropy-regularized control problems. Zhou's contributions highlight the interplay between stochastic control theory and financial applications, particularly in the context of model uncertainty and time-inconsistent decision-making.