Erhan Bayraktar is affiliated with the University of Michigan-Ann Arbor in the United States. Their research primarily spans the fields of Economics, Econometrics and Finance, and Mathematics, with a particular focus on subfields such as Finance, Economics and Econometrics, Management Science and Operations Research, Mathematical Physics, and Applied Mathematics.
The main topics covered by Bayraktar's work include stochastic processes and financial applications, economic theories and models, stochastic processes and statistical mechanics, risk and portfolio optimization, Markov chains and Monte Carlo methods, complex systems and time series analysis, and financial risk and volatility modeling.
Bayraktar has published extensively in a range of academic venues. Frequent publication outlets include arXiv (Cornell University), SSRN Electronic Journal, SIAM Journal on Financial Mathematics, Mathematical Finance, and Applied Mathematics & Optimization.
Collaborative work is a significant aspect of Bayraktar's research, with frequent coauthors including Xin Zhang, Ibrahim Ekren, Ali̇ Devran Kara, Asaf Cohen, and Ruoyu Wu.
Recent publications by Bayraktar highlight contributions to the study of mean field games and time-inconsistent stopping problems, with selected papers including:
Erhan Bayraktar;Michael Ludkovski
Erhan Bayraktar;H. Vincent Poor;Ronnie Sircar
Erhan Bayraktar;Andreas E. Kyprianou;Kazutoshi Yamazaki
Zhibin Liang;Erhan Bayraktar
Erhan Bayraktar;Masahiko Egami
Erhan Bayraktar;Virginia R. Young
Erhan Bayraktar;Hao Xing
Erhan Bayraktar;Song Yao
Erhan Bayraktar;Ulrich Horst;Ronnie Sircar
Erhan Bayraktar;Mihai Sîrbu
Erhan Bayraktar;Ioannis Karatzas;Song Yao
Erhan Bayraktar;Andreas E. Kyprianou;Kazutoshi Yamazaki
Erhan Bayraktar;Michael Ludkovski
Erhan Bayraktar;Savas Dayanik;Ioannis Karatzas
Erhan Bayraktar;Mihai Sîrbu
Erhan Bayraktar;Yu Jui Huang
Erhan Bayraktar;Masahiko Egami
Erhan Bayraktar;Savas Dayanik;Ioannis Karatzas
Erhan Bayraktar;Mihai Sîrbu
Erhan Bayraktar;Moshe A. Milevsky;S. D. Promislow;V.R. Young
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