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Number of items: **8**.

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