Erhan Bayraktar

Finance · 2005–2019

A researcher in the Science corpus: 12 papers; trusts 40 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 88 citations into it; #2,753 of 10,518 by trust here, #2,604 by citations
• Management Science and Operations Research — 59 citations into it; #2,802 of 11,946 by trust here, #3,153 by citations
• Demography — 43 citations into it
• Economics and Econometrics — 42 citations into it; #21,397 of 23,481 by trust here, #17,346 by citations
• Mathematical Physics — 18 citations into it
• Management Information Systems — 6 citations into it
• Statistics and Probability — 6 citations into it; #10,566 of 12,932 by trust here, #12,603 by citations

Whom Erhan Bayraktar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jin E. Zhang
2. Hanspeter Schmidli
3. Steven Kou
4. François Delarue
5. Goran Peskir
6. Jean-Michel Lasry
7. Ronnie Loeffen
8. Ioannis Karatzas
9. René A. Carmona
10. M. Milevsky

Who trusts Erhan Bayraktar overall

1. Chuancun Yin
2. Yongxia Zhao
3. Pavel V. Gapeev
4. Miryana Grigorova
5. Marcel Nutz
6. Jianfeng Zhang
7. Marie Claire Quenez
8. Massimo Fornasier
9. Kam Chuen Yuen
10. Huyen Pham

Papers from Erhan Bayraktar's perspective

Ordered by how strongly the researchers Erhan Bayraktar trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Mean field games
3. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
4. The Master Equation and the Convergence Problem in Mean Field Games
5. Mean Field Games (Lecture notes in mathematics)
6. Controlled Markov processes and viscosity solutions
7. The Master equation in mean field theory
8. Continuous Time Finite State Mean Field Games
9. A reference case for mean field games models
10. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL

Their papers

• Optimal Stopping for Dynamic Convex Risk Measures (2009) — 71 citations
• Optimal stopping for non-linear expectations—Part I (2011) — 61 citations
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (2012) — 141 citations
• Optimal dividends in the dual model under transaction costs (2013) — 62 citations
• Optimal Stopping for Non-Linear Expectations - Part II (2011) — 57 citations
• Minimizing the probability of lifetime ruin under borrowing constraints (2007) — 62 citations
• Finite state mean field games with Wright–Fisher common noise (2019) — 60 citations
• Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (2016) — 100 citations
• Optimal reinsurance and investment with unobservable claim size and intensity (2014) — 91 citations
• PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (2011) — 48 citations
• Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities (2008) — 60 citations
• The standard Poisson disorder problem revisited (2005) — 62 citations