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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010183833
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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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Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
Bayraktar, Erhan; Milevsky, Moshe A.; David Promislow, S.; … - In: Journal of economic dynamics & control 33 (2009) 3, pp. 676-691
Persistent link: https://www.econbiz.de/10008175470
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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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Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Bayraktar, Erhan; Yang, Bo - In: Applied mathematical finance 16 (2009) 5, pp. 429
Persistent link: https://www.econbiz.de/10008329412
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PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
Bayraktar, Erhan; Xing, Hao - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 117-144
Persistent link: https://www.econbiz.de/10008770325
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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
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Estimation of production risk and risk preference function: a nonparametric approach
Bayraktar, Erhan; Young, Virginia R. - 2010
Persistent link: https://www.econbiz.de/10008393888
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Wet- en regelgeving
Bayraktar, Erhan; Ludkovski, Michael - In: Sociale verzekering : Documentatie-orgaan van de … 55 (2010) 3, pp. 19-19
Persistent link: https://www.econbiz.de/10008393907
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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