Bayraktar, Erhan - Department of Mathematics, University of Michigan

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Bayraktar, Erhan - Department of Mathematics, University of Michigan

MAXIMIZING UTILITY OF CONSUMPTION SUBJECT TO A CONSTRAINT ON THE PROBABILITY OF LIFETIME RUIN
Projecting the Forward Rate Flow onto a Finite Dimensional Manifold
INVENTORY MANAGEMENT WITH PARTIALLY OBSERVED NONSTATIONARY DEMAND
THE STANDARD POISSON DISORDER PROBLEM REVISITED ERHAN BAYRAKTAR, SAVAS DAYANIK, AND IOANNIS KARATZAS
Hedging Life Insurance with Pure Endowments Erhan Bayraktar Virginia R. Young
POISSON DISORDER PROBLEM WITH EXPONENTIAL PENALTY FOR ERHAN BAYRAKTAR AND SAVAS DAYANIK