| * | 2008 |
|---|
| 13 | EE | Erhan Bayraktar,
Masahiko Egami:
An Analysis of Monotone Follower Problems for Diffusion Processes.
Math. Oper. Res. 33(2): 336-350 (2008) |
| 2007 |
|---|
| 12 | EE | Erhan Bayraktar,
Hao Xing:
An Efficient Method for Pricing American Options for Jump Diffusions
CoRR abs/0706.2331: (2007) |
| 11 | EE | Erhan Bayraktar:
A Note on Pricing Options on Defaultable Stocks
CoRR abs/0707.0336: (2007) |
| 10 | EE | Erhan Bayraktar,
Hao Xing:
Pricing Asian Options for Jump Diffusions
CoRR abs/0707.2432: (2007) |
| 9 | EE | Erhan Bayraktar,
Bo Yang:
A Unified Framework for Pricing Credit and Equity Derivatives
CoRR abs/0712.3617: (2007) |
| 2006 |
|---|
| 8 | EE | Erhan Bayraktar,
Savas Dayanik,
Ioannis Karatzas:
Adaptive Poisson disorder problem
CoRR abs/math/0610184: (2006) |
| 7 | EE | Erhan Bayraktar,
Savas Dayanik:
Poisson Disorder Problem with Exponential Penalty for Delay.
Math. Oper. Res. 31(2): 217-233 (2006) |
| 6 | EE | Erhan Bayraktar,
Ulrich Horst,
Ronnie Sircar:
A Limit Theorem for Financial Markets with Inert Investors.
Math. Oper. Res. 31(4): 789-810 (2006) |
| 2005 |
|---|
| 5 | EE | Erhan Bayraktar,
H. Vincent Poor:
Stochastic Differential Games in a Non-Markovian Setting
CoRR abs/cs/0501052: (2005) |
| 4 | EE | Erhan Bayraktar,
H. Vincent Poor:
Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic
CoRR abs/cs/0501054: (2005) |
| 3 | EE | Erhan Bayraktar,
Li Chen,
H. Vincent Poor:
Consistency Problems for Jump-Diffusion Models
CoRR abs/cs/0501055: (2005) |
| 2 | EE | Erhan Bayraktar,
Li Chen,
H. Vincent Poor:
Projecting the Forward Rate Flow onto a Finite Dimensional Manifold
CoRR abs/cs/0509028: (2005) |
| 1 | EE | Erhan Bayraktar,
H. Vincent Poor:
Quickest detection of a minimum of disorder times
CoRR abs/cs/0509029: (2005) |
