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Bayraktar, Erhan
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Cayé, Thomas
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Miller, Christopher W.
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Mathematical Finance
Papers / arXiv.org
71
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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School of Economics Discussion Papers
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Insurance: Mathematics and Economics
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Stochastic Processes and their Applications
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Handbook of Research Methods and Applications in Empirical Macroeconomics
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of international money and finance
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Distribution‐constrained optimal stopping
Bayraktar, Erhan
;
Miller, Christopher W.
- In:
Mathematical Finance
29
(
2018
)
1
,
pp. 368-406
Persistent link: https://www.econbiz.de/10012095143
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2
Asymptotics for small nonlinear price impact : A PDE approach to the multidimensional case
Bayraktar, Erhan
;
Cayé, Thomas
;
Ekren, Ibrahim
- In:
Mathematical Finance
31
(
2020
)
1
,
pp. 36-108
Persistent link: https://www.econbiz.de/10012283210
Saved in:
3
Equilibrium concepts for time‐inconsistent stopping problems in continuous time
Bayraktar, Erhan
;
Zhang, Jingjie
;
Zhou, Zhou
- In:
Mathematical Finance
31
(
2020
)
1
,
pp. 508-530
Persistent link: https://www.econbiz.de/10012410102
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