The following pages link to Erhan Bayraktar (Q292919):
Displaying 50 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Robust maximization of asymptotic growth under covariance uncertainty (Q373833) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (Q511478) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Minimizing the probability of lifetime ruin under stochastic volatility (Q634006) (← links)
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
- A rank-based mean field game in the strong formulation (Q727853) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Adaptive Poisson disorder problem (Q862204) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Hedging life insurance with pure endowments (Q882466) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Inventory management with partially observed nonstationary demand (Q993707) (← links)
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- On zero-sum optimal stopping games (Q1630415) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Stability of exponential utility maximization with respect to market perturbations (Q1947599) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- Strong equivalence between metrics of Wasserstein type (Q2064844) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- \(K_{r,s}\) graph bootstrap percolation (Q2121788) (← links)
- Stationarity and uniform in time convergence for the graphon particle system (Q2145786) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- Mean field interaction on random graphs with dynamically changing multi-color edges (Q2238889) (← links)
- On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- On the quasi-sure superhedging duality with frictions (Q2282967) (← links)
