Erhan Bayraktar
University of Michigan
H-index: 36
North America-United States
Top articles of Erhan Bayraktar
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The McCormick martingale optimal transport | arXiv preprint arXiv:2401.15552 | Erhan Bayraktar Bingyan Han Dominykas Norgilas | 2024/1/28 |
Optimal stopping with expectation constraints | The Annals of Applied Probability | Erhan Bayraktar Song Yao | 2024/2 |
Supermartingale shadow couplings: the decreasing case | Bernoulli | Erhan Bayraktar Shuoqing Deng Dominykas Norgilas | 2024/2 |
Exponential Entropy Dissipation for Weakly Self-Consistent Vlasov–Fokker–Planck Equations | Journal of Nonlinear Science | Erhan Bayraktar Qi Feng Wuchen Li | 2024/2 |
DEX Specs: A Mean Field Approach to DeFi Currency Exchanges | arXiv preprint arXiv:2404.09090 | Erhan Bayraktar Asaf Cohen April Nellis | 2024/4/13 |
Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics | Mathematics and Financial Economics | Erhan Bayraktar Indrajit Mitra Jingjie Zhang | 2024/2/1 |
Non-parametric estimations for graphon mean-field particle systems | arXiv preprint arXiv:2402.05413 | Erhan Bayraktar Hongyi Zhou | 2024/2/8 |
McKean–Vlasov equations involving hitting times: blow-ups and global solvability | The Annals of Applied Probability | Erhan Bayraktar Gaoyue Guo Wenpin Tang Yuming Paul Zhang | 2024/2 |
Binomial-tree approximation for time-inconsistent stopping | arXiv preprint arXiv:2402.01482 | Erhan Bayraktar Zhenhua Wang Zhou Zhou | 2024/2/2 |
Fitted Value Iteration Methods for Bicausal Optimal Transport | arXiv preprint arXiv:2306.12658 | Erhan Bayraktar Bingyan Han | 2023/6/22 |
A smooth variational principle on Wasserstein space | Proceedings of the American Mathematical Society | Erhan Bayraktar Ibrahim Ekren Xin Zhang | 2023/9 |
Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions | Applied Mathematics & Optimization | Erhan Bayraktar Alekos Cecchin Prakash Chakraborty | 2023/10 |
Graphon particle system: Uniform-in-time concentration bounds | Stochastic Processes and their Applications | Erhan Bayraktar Ruoyu Wu | 2023/2/1 |
A Quantitative Comparison of Unemployment Benefit Extension and Level Increase | Available at SSRN 4414325 | Erhan Bayraktar Indrajit Mitra Jingjie Zhang | 2023/4/10 |
Supermartingale Brenier's Theorem with full-marginals constraint | Frontiers of Mathematical Finance | Erhan Bayraktar Shuoqing Deng Dominykas Norgilas | 2023/6 |
Propagation of Chaos of Forward–Backward Stochastic Differential Equations with Graphon Interactions | Applied Mathematics & Optimization | Erhan Bayraktar Ruoyu Wu Xin Zhang | 2023/8 |
A potential-based construction of the increasing supermartingale coupling | The Annals of Applied Probability | Erhan Bayraktar Shuoqing Deng Dominykas Norgilas | 2023/10 |
Quantifying dimensional change in stochastic portfolio theory | Mathematical Finance | Erhan Bayraktar Donghan Kim Abhishek Tilva | 2023 |
Existence of Markov equilibrium control in discrete time | SIAM Journal on Financial Mathematics | Erhan Bayraktar Bingyan Han | 2023/12/31 |
Quantifying an impact of dimensional change in Stochastic portfolio theory | arXiv preprint arXiv:2303.00858 | Erhan Bayraktar Donghan Kim Abhishek Tilva | 2023/3/1 |
Co-Authors
