Erhan Bayraktar
Publications
- 2012
- [j20]Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Strict local martingale deflators and valuing American call-type options. Finance and Stochastics 16(2): 275-291 (2012) - [j19]Erhan Bayraktar, Hao Xing:
Regularity of the Optimal Stopping Problem for Jump Diffusions. SIAM J. Control and Optimization 50(3): 1337-1357 (2012) - [j18]Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math. 3(1): 351-373 (2012) - 2009
- [j12]Erhan Bayraktar, Hao Xing:
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Math. Meth. of OR 70(3): 505-525 (2009) - [j10]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) - 2007
- [i10]Erhan Bayraktar, Hao Xing:
An Efficient Method for Pricing American Options for Jump Diffusions. CoRR abs/0706.2331 (2007) - [i8]
last updated on 2019-01-11 22:27 CET by the dblp team
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