| Liquidation in limit order books with controlled intensity E Bayraktar, M Ludkovski Mathematical Finance 24 (4), 627–650, 2014 | 183 | 2014 |
| Estimating the fractal dimension of the S&P 500 index using wavelet analysis E Bayraktar, HV Poor, R Sircar International Journal of Theoretical and Applied Finance 7 (5), 2004 | 122 | 2004 |
| Graphon mean field systems E Bayraktar, S Chakraborty, R Wu The Annals of Applied Probability 33 (5), 3587-3619, 2023 | 115 | 2023 |
| Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics E Bayraktar, A Cosso, H Pham Transactions of the American Mathematical Society 370 (3), 2115-2160, 2018 | 115 | 2018 |
| On optimal dividends in the dual model E Bayraktar, A Kyprianou, K Yamazaki ASTIN Bulletin. 43 (2), 359-372, 2013 | 106 | 2013 |
| Optimal reinsurance and investment with unobservable claim size and intensity Z Liang, E Bayraktar Insurance: Mathematics and Economics 55, 156-166, 2014 | 103 | 2014 |
| Analysis of a finite state many player game using its master equation E Bayraktar, A Cohen SIAM Journal on Control and Optimization 56 (5), 3538-3568, 2018 | 91 | 2018 |
| Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities E Bayraktar, MA Milevsky, SD Promislow, VR Young Journal of Economic Dynamics and Control 33 (3), 676-691, 2009 | 87 | 2009 |
| Stochastic Perron’s method and verification without smoothness using viscosity comparison: the linear case E Bayraktar, M Sirbu Proceedings of the American Mathematical Society, 2011 | 83 | 2011 |
| Pricing Asian options for jump diffusion E Bayraktar, H Xing Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 81 | 2011 |
| Stochastic Perron's method for Hamilton-Jacobi-Bellman equations E Bayraktar, M Sirbu SIAM Journal on Control and Optimization 51 (6), 4274-4294, 2013 | 80 | 2013 |
| Optimizing venture capital investments in a jump diffusion model E Bayraktar, M Egami Mathematical Methods of Operations Research 67 (1), 21-42, 2008 | 80 | 2008 |
| Optimal trade execution in illiquid markets E Bayraktar, M Ludkovski Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 79 | 2011 |
| Optimal stopping for non-linear expectations—Part I E Bayraktar, S Yao Stochastic Processes and Their Applications 121 (2), 185-211, 2011 | 78 | 2011 |
| On the One-Dimensional Optimal Switching Problem E Bayraktar, M Egami Mathematics of Operations Research 35, 140-159, 2010 | 78 | 2010 |
| Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 58–90, 2015 | 77 | 2015 |
| On the multidimensional controller-and-stopper games E Bayraktar, YJ Huang SIAM Journal on Control and Optimization 51 (2), 1263-1297, 2013 | 75 | 2013 |
| Optimal stopping for dynamic convex risk measures E Bayraktar, I Karatzas, S Yao Illinois Journal of Mathematics 54 (3), 1025-1067, 2010 | 74 | 2010 |
| Minimizing the probability of lifetime ruin under borrowing constraints E Bayraktar, VR Young Insurance: Mathematics and Economics 41 (1), 196-221, 2007 | 73 | 2007 |
| Optimal dividends in the dual model under transaction costs E Bayraktar, A Kyprianou, K Yamazaki Insurance: Mathematics and Economics 54, 133-143, 2014 | 71 | 2014 |
Virginia R. YoungDepartment of Mathematics, University of MichiganVerified email at umich.edu
