Items where Author is "Bayraktar, Erhan"

Number of items: 8.
  • Analysis of the optimal exercise boundary of American options for jump diffusions. Bayraktar, Erhan; Xing, Hao
  • On the uniqueness of classical solutions of Cauchy problems. Bayraktar, Erhan; Xing, Hao
  • Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Bayraktar, Erhan; Xing, Hao
  • Pricing Asian options for jump diffusion. Bayraktar, Erhan; Xing, Hao
  • Regularity of the optimal stopping problem for jump diffusions. Bayraktar, Erhan; Xing, Hao
  • Short communication:a note on utility maximization with proportional transaction costs and stability of optimal portfolios. Bayraktar, Erhan; Czichowsky, Christoph; Dolinskyi, Leonid; Dolinsky, Yan picture_as_pdf
  • Strict local martingale deflators and valuing American call-type options. Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao
  • Valuation equations for stochastic volatility models. Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao