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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
2
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan
;
Poor, H.Vincent
;
Sircar, Kaushik Ronnie
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Saved in:
3
Arbitrage in fractal modulated black-scholes models when the volatility is stochastic
Bayraktar, Erhan
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 283-300
Persistent link: https://www.econbiz.de/10002893223
Saved in:
4
Projecting the forward rate flow onto a finite dimensional manifold
Bayraktar, Erhan
;
Chen, Li
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 777-785
Persistent link: https://www.econbiz.de/10003379033
Saved in:
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