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Bayraktar, Erhan, Czichowsky, Christoph 
ORCID: 0000-0002-3513-6843, Dolinskyi, Leonid and Dolinsky, Yan
(2021)
Short communication: a note on utility maximization with proportional transaction costs and stability of optimal portfolios.
SIAM Journal on Financial Mathematics, 12 (4).
SC115 - SC125.
ISSN 1945-497X
Bayraktar, Erhan, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Xing, Hao
(2012)
Valuation equations for stochastic volatility models.
SIAM Journal on Financial Mathematics, 3 (1).
pp. 351-373.
ISSN 1945-497X
Bayraktar, Erhan and Xing, Hao (2012) Regularity of the optimal stopping problem for jump diffusions. SIAM Journal on Control and Optimization, 50 (3). pp. 1337-1357. ISSN 0363-0129
Bayraktar, Erhan, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Xing, Hao
(2011)
Strict local martingale deflators and valuing American call-type options.
Finance and Stochastics, 16 (2).
pp. 275-291.
ISSN 0949-2984
Bayraktar, Erhan and Xing, Hao (2010) On the uniqueness of classical solutions of Cauchy problems. Proceedings of the American Mathematical Society, 138 (06). pp. 2061-2064. ISSN 0002-9939
Bayraktar, Erhan and Xing, Hao (2010) Pricing Asian options for jump diffusion. Mathematical Finance, 21 (1). pp. 117-143. ISSN 0960-1627
Bayraktar, Erhan and Xing, Hao (2009) Analysis of the optimal exercise boundary of American options for jump diffusions. SIAM Journal on Mathematical Analysis, 41 (2). pp. 825-860. ISSN 0036-1410
Bayraktar, Erhan and Xing, Hao (2009) Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Mathematical Methods of Operations Research, 70 (3). pp. 505-525. ISSN 1432-2994
