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Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 15 (2011) 4, pp. 785-819
Persistent link: https://www.econbiz.de/10009805453
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Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 11 (2007) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10008222020
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and stochastics 16 (2012) 2, pp. 275-292
Persistent link: https://www.econbiz.de/10009839742
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and stochastics 16 (2012) 2, pp. 275-291
Persistent link: https://www.econbiz.de/10009544667
Cover Image
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 15 (2011) 4, pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Cover Image
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 11 (2007) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
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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
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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