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Correspondence between Lifetime Minimum Wealth and Utility of Consumption
Bayraktar, Erhan, (2016)
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan, (2014)
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón, (2015)
Optimal investment strategy to minimize occupation time
Bayraktar, Erhan, (2010)
Minimizing the probability of lifetime ruin under stochastic volatility
Bayraktar, Erhan, (2011)
Life insurance purchasing to maximize utility of household consumption
Bayraktar, Erhan, (2013)