Skip to contents Bayraktar, Erhan [Author] ; Cayé, Thomas [Other]; Ekren, Ibrahim [Other] Asymptotics for Small Nonlinear Price Impact : A PDE Homogenization Approach to the Multidimensional Case Books View online Schließen > Access https://ssrn.com/abstract=3287099 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: To appear in Mathematical Finance Bayraktar, Erhan [Author] ; Dolinsky, Yan [Other]; Guo, Jia [Other] Continuity of Utility Maximization under Weak Convergence Books View online Schließen > Access https://ssrn.com/abstract=3278294 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: To appear in Mathematics and Financial Economics Bayraktar, Erhan [Author] ; Zhang, Jingjie [Other]; Zhou, Zhou [Other] Equilibrium concepts for time-inconsistent stopping problems in continuous time Books View online Schließen > Access https://ssrn.com/abstract=3448620 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bayraktar, Erhan [Author] ; Dolinsky, Yan [Other]; Dolinskyi, Leonid [Other] Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs Books View online Schließen > Access https://ssrn.com/abstract=3639629 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bayraktar, Erhan [Author] ; Zhang, Yuchong [Other] Terminal Ranking Games Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3409540 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bayraktar, Erhan [Author] ; Miller, Christopher [Other] Distribution-Constrained Optimal Stopping Books View online Schließen > Access https://ssrn.com/abstract=2785826 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Bayraktar, Erhan [Author] ; Cvitanic, Jaksa [Other]; Zhang, Yuchong [Other] Large Tournament Games Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3119212 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Bayraktar, Erhan [Author] ; Zhang, Yuchong [Other] A Rank-Based Mean Field Game in the Strong Formulation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2779255 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Electronic Communications in Probability ; 21, paper no. 72, 1-12, 2016 Bayraktar, Erhan [Author] ; Zhang, Jingjie [Other]; Zhou, Zhou [Other] Time Consistent Stopping for the Mean-Standard Deviation Problem --- The Discrete Time Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3128866 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Bayraktar, Erhan [Author] ; Zhang, Xin [Other]; Zhou, Zhou [Other] Transport Plans with Domain Constraints Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3161652 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Bayraktar, Erhan [Author] ; Young, V.R [Other] Correspondence between Lifetime Minimum Wealth and Utility of Consumption Books View online Schließen > Access https://ssrn.com/abstract=2785660 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Yao, Song [Other] Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games Books View online Schließen > Access https://ssrn.com/abstract=2806395 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Poor, H. Vincent [Other]; Sircar, Ronnie [Other] Estimating the Fractal Dimension of the S&P 500 Index Using Wavelet Analysis Books View online Schließen > Access https://ssrn.com/abstract=2785828 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Munk, Alexander [Other] High-Roller Impact : A Large Generalized Game Model of Parimutuel Wagering Books View online Schließen > Access https://ssrn.com/abstract=2778882 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Horst, Ulrich [Other]; Sircar, Ronnie [Other] A Limit Theorem for Financial Markets with Inert Investors Books View online Schließen > Access https://ssrn.com/abstract=2785859 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Cox, Alexander [Other]; Stoev, Yavor [Other] Martingale Optimal Transport with Stopping Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2926552 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Bayraktar, Erhan [Author] ; Munk, Alexander [Other] Mini-Flash Crashes, Model Risk, and Optimal Execution Books View online Schließen > Access https://ssrn.com/abstract=2975769 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Bayraktar, Erhan [Author] ; Zhou, Zhou [Other] No-Arbitrage and Hedging with Liquid American Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2785622 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Yu, Xiang [Other] On the Market Viability Under Proportional Transaction Costs Books View online Schließen > Access https://ssrn.com/abstract=2388757 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bayraktar, Erhan [Author] ; Yao, Song [Other] On the Robust Dynkin Game Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2806552 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Cayé, Thomas [Other]; Ekren, Ibrahim [Other] Asymptotics for Small Nonlinear Price Impact : A PDE Homogenization Approach to the Multidimensional Case Books View online Schließen > Access https://ssrn.com/abstract=3287099 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: To appear in Mathematical Finance
Bayraktar, Erhan [Author] ; Dolinsky, Yan [Other]; Guo, Jia [Other] Continuity of Utility Maximization under Weak Convergence Books View online Schließen > Access https://ssrn.com/abstract=3278294 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: To appear in Mathematics and Financial Economics
Bayraktar, Erhan [Author] ; Zhang, Jingjie [Other]; Zhou, Zhou [Other] Equilibrium concepts for time-inconsistent stopping problems in continuous time Books View online Schließen > Access https://ssrn.com/abstract=3448620 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bayraktar, Erhan [Author] ; Dolinsky, Yan [Other]; Dolinskyi, Leonid [Other] Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs Books View online Schließen > Access https://ssrn.com/abstract=3639629 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bayraktar, Erhan [Author] ; Zhang, Yuchong [Other] Terminal Ranking Games Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3409540 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bayraktar, Erhan [Author] ; Miller, Christopher [Other] Distribution-Constrained Optimal Stopping Books View online Schließen > Access https://ssrn.com/abstract=2785826 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Bayraktar, Erhan [Author] ; Cvitanic, Jaksa [Other]; Zhang, Yuchong [Other] Large Tournament Games Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3119212 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Bayraktar, Erhan [Author] ; Zhang, Yuchong [Other] A Rank-Based Mean Field Game in the Strong Formulation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2779255 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Electronic Communications in Probability ; 21, paper no. 72, 1-12, 2016
Bayraktar, Erhan [Author] ; Zhang, Jingjie [Other]; Zhou, Zhou [Other] Time Consistent Stopping for the Mean-Standard Deviation Problem --- The Discrete Time Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3128866 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Bayraktar, Erhan [Author] ; Zhang, Xin [Other]; Zhou, Zhou [Other] Transport Plans with Domain Constraints Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3161652 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Bayraktar, Erhan [Author] ; Young, V.R [Other] Correspondence between Lifetime Minimum Wealth and Utility of Consumption Books View online Schließen > Access https://ssrn.com/abstract=2785660 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Yao, Song [Other] Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games Books View online Schließen > Access https://ssrn.com/abstract=2806395 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Poor, H. Vincent [Other]; Sircar, Ronnie [Other] Estimating the Fractal Dimension of the S&P 500 Index Using Wavelet Analysis Books View online Schließen > Access https://ssrn.com/abstract=2785828 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Munk, Alexander [Other] High-Roller Impact : A Large Generalized Game Model of Parimutuel Wagering Books View online Schließen > Access https://ssrn.com/abstract=2778882 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Horst, Ulrich [Other]; Sircar, Ronnie [Other] A Limit Theorem for Financial Markets with Inert Investors Books View online Schließen > Access https://ssrn.com/abstract=2785859 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Cox, Alexander [Other]; Stoev, Yavor [Other] Martingale Optimal Transport with Stopping Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2926552 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Bayraktar, Erhan [Author] ; Munk, Alexander [Other] Mini-Flash Crashes, Model Risk, and Optimal Execution Books View online Schließen > Access https://ssrn.com/abstract=2975769 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Bayraktar, Erhan [Author] ; Zhou, Zhou [Other] No-Arbitrage and Hedging with Liquid American Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2785622 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Yu, Xiang [Other] On the Market Viability Under Proportional Transaction Costs Books View online Schließen > Access https://ssrn.com/abstract=2388757 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bayraktar, Erhan [Author] ; Yao, Song [Other] On the Robust Dynkin Game Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2806552 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
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