Employment
Education
Publications
- Erhan Bayraktar & Zhou Zhou, On an Optimal Stopping Problem of an Insider, to appear in Theory of Probability and Its Applications . [ArXiv][SSRN]
- Erhan Bayraktar, Yu-Jui Huang & Zhou Zhou, On Hedging American Options under Model Uncertainty, to appear in SIAM Journal on Financial Mathematics (SIFIN) . [ArXiv][SSRN]
- Erhan Bayraktar & Zhou Zhou, On Arbitrage and Duality under Model Uncertainty and Portfolio Constraints, to appear in Mathematical Finance .
[ArXiv][SSRN]
- Erhan Bayraktar, Yuchong Zhang & Zhou Zhou, A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty, Risks, 2(4), 425-433, 2014.
[ArXiv][SSRN][Article]
- Erhan Bayraktar & Zhou Zhou, On Controller-stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options, SIFIN (SIAM Journal on Financial Mathematics), 5 (1), 20-49, 2014.
[ArXiv][SSRN][Article]
Preprints
- Erhan Bayraktar & Zhou Zhou (2015), Arbitrage, Hedging and Utility Maximization Using Semi-static Trading Strategies with American Options. [ArXiv][SSRN]
- Erhan Bayraktar & Zhou Zhou (2014), On a Stopping Game in Continuous Time. [ArXiv]
- Erhan Bayraktar & Zhou Zhou (2014), On Zero-sum Optimal Stopping Games. [ArXiv][SSRN]
Presentations
- Stochastic Portfolio Theory and related topics, Columbia University, May 8 and 9, 2015.
- Financial/Actuarial Mathematics Seminar, University of Michigan, April 1, 2015.
- Financial/Actuarial Mathematics Seminar, University of Michigan, December 10, 2014.
- Mini-symposium speaker at the SIAM Conference on Financial Mathematics and Engineering, November 13-15, 2014.
- Financial/Actuarial Mathematics Seminar, University of Michigan, March 26, 2014.
- Financial/Actuarial
Mathematics Seminar, University of Michigan, January 29, 2014.
- Financial/Actuarial
Mathematics Seminar, University of Michigan, December 10, 2012.
Teaching
-
Instructor:
- Math
216 Calculus IV (Fall 2014).
- Math
215 Calculus III (Fall 2012).
- Math
115 Calculus I (Winter 2012).
- Math 105 Pre-calculus (Fall 2011).
-
Teaching
Assistant:
- Math/IOE
623 Computational Finance (Fall 2013).
Miscellaneous
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