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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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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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2
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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3
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
Saved in:
4
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
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