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Publications of Author

1. Erhan Bayraktar, Hao Xing
   An Efficient Method for Pricing American Options for Jump Diffusions [Citation Graph (0, 0)][DBLP]
   CoRR, 2007, v:0, n:, pp:- [Journal]
   
2. Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas
   Adaptive Poisson disorder problem [Citation Graph (0, 0)][DBLP]
   CoRR, 2006, v:0, n:, pp:- [Journal]
   
3. Erhan Bayraktar, H. Vincent Poor
   Stochastic Differential Games in a Non-Markovian Setting [Citation Graph (0, 0)][DBLP]
   CoRR, 2005, v:0, n:, pp:- [Journal]
   
4. Erhan Bayraktar, H. Vincent Poor
   Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic [Citation Graph (0, 0)][DBLP]
   CoRR, 2005, v:0, n:, pp:- [Journal]
   
5. Erhan Bayraktar, Li Chen, H. Vincent Poor
   Consistency Problems for Jump-Diffusion Models [Citation Graph (0, 0)][DBLP]
   CoRR, 2005, v:0, n:, pp:- [Journal]
   
6. Erhan Bayraktar
   A Note on Pricing Options on Defaultable Stocks [Citation Graph (0, 0)][DBLP]
   CoRR, 2007, v:0, n:, pp:- [Journal]
   
7. Erhan Bayraktar, Hao Xing
   Pricing Asian Options for Jump Diffusions [Citation Graph (0, 0)][DBLP]
   CoRR, 2007, v:0, n:, pp:- [Journal]
   
8. 
   Projecting the Forward Rate Flow onto a Finite Dimensional Manifold [Citation Graph (, )][DBLP]
   
   
9. 
   Quickest detection of a minimum of disorder times [Citation Graph (, )][DBLP]
   
   
10. 
    A Unified Framework for Pricing Credit and Equity Derivatives [Citation Graph (, )][DBLP]