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Erhan Bayraktar

◀ ▶ joint publications with Hao Xing

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Publications

2012
[j20]
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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]
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  - journals/siamco/BayraktarX12
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Erhan Bayraktar, Hao Xing:
Regularity of the Optimal Stopping Problem for Jump Diffusions. SIAM J. Control and Optimization 50(3): 1337-1357 (2012)
[j18]
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Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math. 3(1): 351-373 (2012)
2009
[j12]
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  - journals/mmor/BayraktarX09
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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]
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  - journals/siamma/BayraktarX09
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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]
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  - journals/corr/abs-0706-2331
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Erhan Bayraktar, Hao Xing:
An Efficient Method for Pricing American Options for Jump Diffusions. CoRR abs/0706.2331 (2007)
[i8]
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  - journals/corr/abs-0707-2432
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Erhan Bayraktar, Hao Xing:
Pricing Asian Options for Jump Diffusions. CoRR abs/0707.2432 (2007)

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