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Mathematics of operations research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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An analysis of monotone follower problems for diffusion processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10003732436
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2
On the one-dimensional optimal switching problem
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
35
(
2010
)
1
,
pp. 140-159
Persistent link: https://www.econbiz.de/10003953652
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3
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
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4
Terminal ranking games
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1349-1365
Persistent link: https://www.econbiz.de/10012796644
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5
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
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6
Poisson Disorder Problem with Exponential Penalty for Delay
Bayraktar, Erhan
;
Dayanik, Savas
- In:
Mathematics of operations research
31
(
2006
)
2
,
pp. 217-233
Persistent link: https://www.econbiz.de/10007282694
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7
On Sums of Conditionally Independent Subexponential Random Variables
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
35
(
2010
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10008389859
Saved in:
8
An Analysis of Monotone Follower Problems for Diffusion Processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10008055493
Saved in:
9
Finite state mean field games with Wright-Fisher common noise as limits of N-player weighted games
Bayraktar, Erhan
;
Cecchin, Alekos
;
Cohen, Asaf
; …
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2840-2890
Persistent link: https://www.econbiz.de/10014311391
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