Erhan Bayraktar
- Finance top 0.5%
- Stochastic processes and financial applications 125
- Financial Risk and Volatility Modeling 17
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- Risk and Portfolio Optimization 30
- Probability and Risk Models 17
- Demography top 1%
- Insurance, Mortality, Demography, Risk Management 27
- Economics and Econometrics top 2%
- Economic theories and models 43
- Complex Systems and Time Series Analysis 15
- Statistics and Probability top 2%
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- Stochastic processes and statistical mechanics 18
- Co-authors
- Virginia R. YoungMichael LudkovskiMasahiko EgamiHao XingH. Vincent PoorMihai ŜırbuZhibin LiangSavaş Dayanik
- Journals
- IEEE Transactions on Information Theory (4 papers)Transactions of the American Mathematical Society (1 paper)Systems & Control Letters (1 paper)
- Partner nations
- United StatesCanadaAustralia
In The Last Decade
Erhan Bayraktar
170 papers receiving 1.6k citations
Peers
Comparison fields: 5 of 80
- Finance 1.0k
- Management Science and Operations Research 609
- Demography 423
- Economics and Econometrics 619
- Statistics and Probability 163
Countries citing papers authored by Erhan Bayraktar
This map shows the geographic impact of Erhan Bayraktar's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Erhan Bayraktar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Erhan Bayraktar more than expected).
Fields of papers citing papers by Erhan Bayraktar
This network shows the impact of papers produced by Erhan Bayraktar. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Erhan Bayraktar. The network helps show where Erhan Bayraktar may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Erhan Bayraktar, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 1 | |
| 2 | 2025 | 0 | |
| 3 | 2024 | 4 | |
| 4 | 2024 | 3 | |
| 5 | 2024 | 1 | |
| 6 | 2024 | 3 | |
| 7 | 2024 | 0 | |
| 8 | 2023 | 0 | |
| 9 | 2020 | 17 | |
| 10 | 2020 | 2 | |
| 11 | 2017 | 19 | |
| 12 | Strict Local Martingale Deflators and Valuing American Call-Type Options | 2010 | 2 |
| 13 | Regularity of the Optimal Stopping Problem for Levy Processes with Non-Degenerate Diffusions | 2009 | 1 |
| 14 | Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives | 2009 | 2 |
| 15 | On the Continuity of Stochastic Control Problems on Bounded Domains | 2009 | 4 |
| 16 | Arbitrage Free Models In Markets With Transaction Costs | 2008 | 2 |
| 17 | 2008 | 5 | |
| 18 | Optimal Dividend Payments under Fixed Cost and Implementation Delays for Various Models | 2007 | 1 |
| 19 | Minimizing Probability of Ruin and a Game of Stopping and Control | 2007 | 2 |
| 20 | An Efficient Method for Pricing American Options for Jump Diffusions | 2007 | 1 |
About Erhan Bayraktar
Erhan Bayraktar is a scholar working on Finance, Management Science and Operations Research and Mathematical Physics, having authored 191 papers that have together received 1.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (125 papers), Economic theories and models (43 papers), Risk and Portfolio Optimization (30 papers), Insurance, Mortality, Demography, Risk Management (27 papers), Stochastic processes and statistical mechanics (18 papers), Probability and Risk Models (17 papers), Financial Risk and Volatility Modeling (17 papers) and Complex Systems and Time Series Analysis (15 papers). The work is most often cited by research in Finance (1.0k citations), Management Science and Operations Research (609 citations) and Demography (423 citations). Erhan Bayraktar has collaborated with scholars based in United States, Canada and Australia. Frequent co-authors include Virginia R. Young, Michael Ludkovski, Masahiko Egami, Hao Xing, H. Vincent Poor, Mihai Ŝırbu, Zhibin Liang, Savaş Dayanik, Lifeng Lai and Xin Zhang. Their work appears in journals such as IEEE Transactions on Information Theory, Transactions of the American Mathematical Society and Systems & Control Letters.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.