Erhan Bayraktar

Citované v

	Všetky	Od 2020
Citácie	4974	2506
h-index	37	25
i10-index	142	93

700

350

175

525

20052006200720082009201020112012201320142015201620172018201920202021202220232024202527 23 42 51 83 77 122 139 202 210 282 258 301 265 302 366 380 395 524 686 142

Verejný prístup

všetky položky

98 článkov

2 články

dostupné

nedostupné

Na základe mandátov na financovanie

Spoluautori

Virginia R. YoungDepartment of Mathematics, University of MichiganOverená e-mailová adresa na: umich.edu
Zhou ZhouSchool of Mathematics and Statistics, University of SydneyOverená e-mailová adresa na: sydney.edu.au
Song YaoUniversity of PittsburghOverená e-mailová adresa na: pitt.edu
Xin ZHANGNew York UniversityOverená e-mailová adresa na: nyu.edu
HV PoorMichael Henry Strater University Professor, Princeton UniversityOverená e-mailová adresa na: princeton.edu
Hao XingBoston UniversityOverená e-mailová adresa na: bu.edu
ibrahim ekrenUniversity of MichiganOverená e-mailová adresa na: umich.edu
Asaf CohenProfessor of Mathematics, University of MichiganOverená e-mailová adresa na: umich.edu
Mike LudkovskiProfessor, UC Santa BarbaraOverená e-mailová adresa na: pstat.ucsb.edu
Lifeng LaiProfessor, University of California, DavisOverená e-mailová adresa na: ucdavis.edu
Ruoyu WuIowa State UniversityOverená e-mailová adresa na: iastate.edu
Bahman AngoshtariAssistant Professor, University of Miami, Department of MathematicsOverená e-mailová adresa na: math.miami.edu
Yu-Jui HuangAssociate Professor, Department of Applied Mathematics, University of Colorado BoulderOverená e-mailová adresa na: colorado.edu
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityOverená e-mailová adresa na: columbia.edu
Savas DayanikBilkent University, Departments of Industrial Engineering and MathematicsOverená e-mailová adresa na: bilkent.edu.tr
Jingjie ZhangUniversity of International Business and EconomicsOverená e-mailová adresa na: uibe.edu.cn
Huyên PHAMProfessor, Ecole PolytechniqueOverená e-mailová adresa na: polytechnique.edu
Andrea CossoUniversità di MilanoOverená e-mailová adresa na: unimi.it
Alekos CecchinUniversità di PadovaOverená e-mailová adresa na: unipd.it
Zhenhua WangShandong UniversityOverená e-mailová adresa na: sdu.edu.cn

Sledovať

Erhan Bayraktar

Professor, University of Michigan, Department of Mathematics

Overená e-mailová adresa na: umich.edu - Domovská stránka

Mathematical Finance Stochastic optimal control probability insurance mathematics stochastic games


Názov Zoradiť podľa citácií Zoradiť podľa roka Zoradiť podľa názvu	Citované v Citované v	Rok
Liquidation in limit order books with controlled intensity E Bayraktar, M Ludkovski Mathematical Finance 24 (4), 627–650, 2014	171	2014
Estimating the fractal dimension of the S&P 500 index using wavelet analysis E Bayraktar, HV Poor, R Sircar International Journal of Theoretical and Applied Finance 7 (5), 2004	117	2004
Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics E Bayraktar, A Cosso, H Pham Transactions of the American Mathematical Society 370 (3), 2115-2160, 2018	98	2018
On optimal dividends in the dual model E Bayraktar, A Kyprianou, K Yamazaki ASTIN Bulletin. 43 (2), 359-372, 2013	98	2013
Optimal reinsurance and investment with unobservable claim size and intensity Z Liang, E Bayraktar Insurance: Mathematics and Economics 55, 156-166, 2014	93	2014
Graphon mean field systems E Bayraktar, S Chakraborty, R Wu The Annals of Applied Probability 33 (5), 3587-3619, 2023	85	2023
Analysis of a finite state many player game using its master equation E Bayraktar, A Cohen SIAM Journal on Control and Optimization 56 (5), 3538-3568, 2018	85	2018
Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities E Bayraktar, MA Milevsky, SD Promislow, VR Young Journal of Economic Dynamics and Control 33 (3), 676-691, 2009	82	2009
Stochastic Perron’s method and verification without smoothness using viscosity comparison: the linear case E Bayraktar, M Sirbu Proceedings of the American Mathematical Society, 2011	77	2011
Optimizing venture capital investments in a jump diffusion model E Bayraktar, M Egami Mathematical Methods of Operations Research 67 (1), 21-42, 2008	77	2008
Stochastic Perron's method for Hamilton-Jacobi-Bellman equations E Bayraktar, M Sirbu SIAM Journal on Control and Optimization 51 (6), 4274-4294, 2013	76	2013
Pricing Asian options for jump diffusion E Bayraktar, H Xing Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011	76	2011
On the One-Dimensional Optimal Switching Problem E Bayraktar, M Egami Mathematics of Operations Research 35, 140-159, 2010	76	2010
Optimal stopping for non-linear expectations—Part I E Bayraktar, S Yao Stochastic Processes and Their Applications 121 (2), 185-211, 2011	74	2011
Minimizing the probability of lifetime ruin under borrowing constraints E Bayraktar, VR Young Insurance: Mathematics and Economics 41 (1), 196-221, 2007	74	2007
Optimal trade execution in illiquid markets E Bayraktar, M Ludkovski Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011	72	2011
On the multidimensional controller-and-stopper games E Bayraktar, YJ Huang SIAM Journal on Control and Optimization 51 (2), 1263-1297, 2013	71	2013
Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 58–90, 2015	70	2015
Optimal stopping for dynamic convex risk measures E Bayraktar, I Karatzas, S Yao Illinois Journal of Mathematics 54 (3), 1025-1067, 2010	70	2010
Adaptive Poisson disorder problem E Bayraktar, S Dayanik, I Karatzas The Annals of Applied Probability 16 (3), 1190-1261, 2006	70	2006

Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.

Články 1–20

Citácie za rok

Duplicitné citácie

Zlúčené citácie

Pridať spoluautorovSpoluautori

Sledovať

Citované v

Spoluautori