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Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan; Xing, Hao - In: Mathematical methods of operations research 70 (2009) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
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A unified treatment of dividend payment problems under fixed cost and implementation delays
Bayraktar, Erhan; Egami, Masahiko - In: Mathematical methods of operations research 71 (2010) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10003958362
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Optimal time to change premiums
Bayraktar, Erhan; Poor, H. Vincent - In: Mathematical methods of operations research 68 (2008) 1, pp. 125-158
Persistent link: https://www.econbiz.de/10003748389
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Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan; Egami, Masahiko - In: Mathematical methods of operations research 67 (2008) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10003643541
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Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan; Wang, Gu - In: Mathematical methods of operations research 87 (2018) 2, pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
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Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan; Xing, Hao - In: Mathematical methods of operations research 70 (2009) 3, pp. 505-526
Persistent link: https://www.econbiz.de/10008328433
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Asymptotic expansions for the sojourn time distribution in the M/G/1-PS queue
Bayraktar, Erhan; Egami, Masahiko - In: Mathematical methods of operations research 71 (2010) 2, pp. 201-245
Persistent link: https://www.econbiz.de/10008395231
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Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan; Egami, Masahiko - In: Mathematical methods of operations research 67 (2008) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10007900577
Cover Image
Optimal time to change premiums
Bayraktar, Erhan; Poor, H.Vincent - In: Mathematical methods of operations research 68 (2008) 1, pp. 125-158
Persistent link: https://www.econbiz.de/10008086259