4. Mathematics
  5. Probability

Erhan Bayraktar

Mathematics – Probability

Scientist

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A Limit Theorem for Financial Markets with Inert Investors

Mathematics – Probability
Scientific paper

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A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions

Mathematics – Optimization and Control
Scientific paper

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A Stochastic Approximation for Fully Nonlinear Free Boundary Problems

Mathematics – Numerical Analysis
Scientific paper

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A Unified Framework for Pricing Credit and Equity Derivatives

Computer Science – Computational Engineering – Finance – and Science
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A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays

Mathematics – Optimization and Control
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