Erhan Bayraktar

	2012
28		Erhan Bayraktar, Ross Kravitz: Quickest Search over Brownian Channels CoRR abs/1201.1662: (2012)
27		Erhan Bayraktar, Constantinos Kardaras, Hao Xing: Strict local martingale deflators and valuing American call-type options. Finance and Stochastics 16(2): 275-291 (2012)
26		Erhan Bayraktar, Constantinos Kardaras, Hao Xing: Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math. 3(1): 351-373 (2012)
	2011
25		Erhan Bayraktar, Mihai Sirbu: Probabilistic Perron's method and verification without smoothness using viscosity comparison: the linear case CoRR abs/1103.0538: (2011)
24		Erhan Bayraktar, Michael Ludkovski: Liquidation in Limit Order Books with Controlled Intensity CoRR abs/1105.0247: (2011)
23		Erhan Bayraktar, Arash Fahim: A Stochastic Approximation for Fully Nonlinear Free Boundary Problems CoRR abs/1109.5752: (2011)
22		Erhan Bayraktar, Virginia R. Young: Proving regularity of the minimal probability of ruin via a game of stopping and control. Finance and Stochastics 15(4): 785-818 (2011)
	2010
21		Erhan Bayraktar, Virginia R. Young: Optimal investment strategy to minimize occupation time. Annals OR 176(1): 389-408 (2010)
20		Erhan Bayraktar, Michael Ludkovski: Inventory management with partially observed nonstationary demand. Annals OR 176(1): 7-39 (2010)
19		Erhan Bayraktar, Masahiko Egami: On the One-Dimensional Optimal Switching Problem. Math. Oper. Res. 35(1): 140-159 (2010)
	2009
18		Erhan Bayraktar: A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions. SIAM J. Control and Optimization 48(2): 551-572 (2009)
17		Erhan Bayraktar, Hao Xing: Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions. SIAM J. Math. Analysis 41(2): 825-860 (2009)
	2008
16		Erhan Bayraktar, Masahiko Egami: An Analysis of Monotone Follower Problems for Diffusion Processes. Math. Oper. Res. 33(2): 336-350 (2008)
	2007
15		Erhan Bayraktar, Hao Xing: An Efficient Method for Pricing American Options for Jump Diffusions CoRR abs/0706.2331: (2007)
14		Erhan Bayraktar: A Note on Pricing Options on Defaultable Stocks CoRR abs/0707.0336: (2007)
13		Erhan Bayraktar, Hao Xing: Pricing Asian Options for Jump Diffusions CoRR abs/0707.2432: (2007)
12		Erhan Bayraktar, Bo Yang: A Unified Framework for Pricing Credit and Equity Derivatives CoRR abs/0712.3617: (2007)
11		Erhan Bayraktar, H. Vincent Poor: Quickest Detection of a Minimum of Two Poisson Disorder Times. SIAM J. Control and Optimization 46(1): 308-331 (2007)
	2006
10		Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas: Adaptive Poisson disorder problem CoRR abs/math/0610184: (2006)
9		Erhan Bayraktar, Savas Dayanik: Poisson Disorder Problem with Exponential Penalty for Delay. Math. Oper. Res. 31(2): 217-233 (2006)
8		Erhan Bayraktar, Ulrich Horst, Ronnie Sircar: A Limit Theorem for Financial Markets with Inert Investors. Math. Oper. Res. 31(4): 789-810 (2006)
	2005
7		Erhan Bayraktar, H. Vincent Poor: Stochastic Differential Games in a Non-Markovian Setting CoRR abs/cs/0501052: (2005)
6		Erhan Bayraktar, H. Vincent Poor: Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic CoRR abs/cs/0501054: (2005)
5		Erhan Bayraktar, Li Chen, H. Vincent Poor: Consistency Problems for Jump-Diffusion Models CoRR abs/cs/0501055: (2005)
4		Erhan Bayraktar, Li Chen, H. Vincent Poor: Projecting the Forward Rate Flow onto a Finite Dimensional Manifold CoRR abs/cs/0509028: (2005)
3		Erhan Bayraktar, H. Vincent Poor: Quickest detection of a minimum of disorder times CoRR abs/cs/0509029: (2005)
2		Erhan Bayraktar, H. Vincent Poor: Stochastic Differential Games in a Non-Markovian Setting. SIAM J. Control and Optimization 43(5): 1737-1756 (2005)
1		Erhan Bayraktar, H. Vincent Poor, Raghuveer Rao: Prediction and tracking of long-range-dependent sequences. Systems & Control Letters 54(11): 1083-1090 (2005)

Coauthor Index

1	Li Chen	[4] [5]
2	Savas Dayanik	[9] [10]
3	Masahiko Egami	[16] [19]
4	Arash Fahim	[23]
5	Ulrich Horst	[8]
6	Ioannis Karatzas	[10]
7	Constantinos Kardaras	[26] [27]
8	Ross Kravitz	[28]
9	Michael Ludkovski	[20] [24]
10	H. Vincent Poor (Harold Vincent Poor)	[1] [2] [3] [4] [5] [6] [7] [11]
11	Raghuveer Rao	[1]
12	Mihai Sirbu	[25]
13	Ronnie Sircar	[8]
14	Hao Xing	[13] [15] [17] [26] [27]
15	Bo Yang	[12]
16	Virginia R. Young	[21] [22]

Colors in the list of coauthors

Last update Sun May 27 04:04:01 2012 CET by the DBLP Team — Data released under the ODC-BY 1.0 license — See also our legal information page