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Bayraktar, Erhan
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10
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Inference for non‐stationary time‐series autoregression
Zhou, Zhou
- In:
Journal of time series analysis
34
(
2013
)
4
,
pp. 508-516
Persistent link: https://www.econbiz.de/10010135522
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2
Heteroscedasticity and Autocorrelation Robust Structural Change Detection
Zhou, Zhou
- In:
Journal of the American Statistical Association : JASA
108
(
2013
)
502
,
pp. 726-740
Persistent link: https://www.econbiz.de/10010141626
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3
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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4
Consistency Problems for Jump-diffusion Models
Bayraktar, Erhan
;
Chen, Li
;
Poor, H.Vincent
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10008214120
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5
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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6
An Analysis of Monotone Follower Problems for Diffusion Processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10008055493
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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/10007900577
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8
Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 196
Persistent link: https://www.econbiz.de/10007728685
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9
Hedging life insurance with pure endowments
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 435-444
Persistent link: https://www.econbiz.de/10007604756
Saved in:
10
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
Bayraktar, Erhan
;
Milevsky, Moshe A.
;
David Promislow, S.
; …
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 676-691
Persistent link: https://www.econbiz.de/10008175470
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