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~person:"Bayraktar, Erhan"
~subject:"Transaction costs"
~type_genre:"Aufsatz in Zeitschrift"
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Transaction costs
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Bayraktar, Erhan
Williamson, Oliver E.
19
Kabanov, Jurij M.
15
Muhle-Karbe, Johannes
13
Bessembinder, Hendrik
12
Jouini, Elyès
12
Windsperger, Josef
12
Yang, Xiaokai
12
Zhou, Kevin Zheng
12
Foss, Nicolai J.
11
Verbeke, Alain
11
Allen, Douglas Ward
10
Butter, Frank A. G. den
10
Guasoni, Paolo
10
Nooteboom, Bart
10
Saussier, Stéphane
10
Atkinson, Colin
9
Hennart, Jean-François Marie André
9
Lépinette, Emmanuel
9
Martimort, David
9
Ménard, Claude
9
Mahoney, Joseph Timothy
8
Masten, Scott E.
8
McCann, Laura M. J.
8
Peng, Mike W.
8
Perrakis, Stylianos
8
Reuer, Jeffrey J.
8
Rásonyi, Miklós
8
Schachermayer, Walter
8
Spiller, Pablo T.
8
Baudry, Bernard
7
Buckley, Peter J.
7
Chavas, Jean-Paul
7
Dahlstrom, Robert
7
Langlois, Richard N.
7
Mayer, Kyle J.
7
Novy, Dennis
7
Starr, Ross M.
7
Todorova, Tamara
7
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7
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Finance and stochastics
2
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Mathematics of operations research
1
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ECONIS (ZBW)
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1
Extended weak convergence and utility maximisation with proportional transaction costs
Bayraktar, Erhan
;
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10012518140
Saved in:
2
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
3
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
4
On the market viability under proportional transaction costs
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 800-838
Persistent link: https://www.econbiz.de/10011969083
Saved in:
5
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
Saved in:
6
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
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