Concepedia

Erhan Bayraktar

EB

Statistics

Publications

90

Citations

2.6K

H-Index

30

Active since

2004

Affiliations

University of Michigan(Current)

Princeton University

Erhan Bayraktar is an author at University of Michigan specializing in stochastic processes, financial economics, and economics.

ORCID

Publications per year

2004–2023

90

Publications

90

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

Erhan Bayraktar, Michael Ludkovski · Mathematical Finance · 2012 · 134 citations · Full text

, , +13

Optimal reinsurance and investment with unobservable claim size and intensity

Zhibin Liang, Erhan Bayraktar · Insurance Mathematics and Economics · 2014 · 95 citations

, , +14

Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case

Erhan Bayraktar · Proceedings of the American Mathematical Society · 2012 · 78 citations · Full text

, , +8

Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics

Erhan Bayraktar, Andrea Cosso, Huyên Pham · Transactions of the American Mathematical Society · 2016 · 78 citations · Full text

, , +16

ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS

Erhan Bayraktar, H. Vincent Poor, Keya Sircar · International Journal of Theoretical and Applied Finance · 2004 · 77 citations

, , +17

1–5 of 90