Erhan Bayraktar

Erhan Bayraktar

University of Michigan - Ann Arbor / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1300638
person_outline Erhan Bayraktar's MOST POPULAR ARTICLES
1-) Liquidation in limit order books with controlled intensity Mathematical Finance 24 (4), 627–650, 2014
2-) Estimating the fractal dimension of the S&P 500 index using wavelet analysis International Journal of Theoretical and Applied Finance 7 (5), 2004
3-) Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics Transactions of the American Mathematical Society 370 (3), 2115-2160, 2018
4-) On optimal dividends in the dual model ASTIN Bulletin. 43 (2), 359-372, 2013
5-) Optimal reinsurance and investment with unobservable claim size and intensity Insurance: Mathematics and Economics 55, 156-166, 2014