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Mathematical methods of operations research
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Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10007900577
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2
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-526
Persistent link: https://www.econbiz.de/10008328433
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3
Optimal time to change premiums
Bayraktar, Erhan
;
Poor, H.Vincent
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 125-158
Persistent link: https://www.econbiz.de/10008086259
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4
Asymptotic expansions for the sojourn time distribution in the M/G/1-PS queue
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 201-245
Persistent link: https://www.econbiz.de/10008395231
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5
A unified treatment of dividend payment problems under fixed cost and implementation delays
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10003958362
Saved in:
6
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
Saved in:
7
Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10003643541
Saved in:
8
Optimal time to change premiums
Bayraktar, Erhan
;
Poor, H. Vincent
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 125-158
Persistent link: https://www.econbiz.de/10003748389
Saved in:
9
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
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