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On the market viability under proportional transaction costs
Bayraktar, Erhan; Yu, Xiang - In: Mathematical finance : an international journal of … 28 (2018) 3, pp. 800-838
Persistent link: https://www.econbiz.de/10011969083
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Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
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Quantifying dimensional change in stochastic portfolio theory
Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 977-1021
Persistent link: https://www.econbiz.de/10014565288
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Equilibria of time-inconsistent stopping for one-dimensional diffusion processes
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 797-841
Persistent link: https://www.econbiz.de/10014329914