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Hasanjan Sayit
Hasanjan Sayit
Associate Professor of Mathematics, Xi'Jiao-Liverpool University
Verified email at xjtlu.edu.cn
Title
Cited by
Cited by
Year
No arbitrage without semimartingales
RA Jarrow, P Protter, H Sayit
542009
A Bayesian analysis of small area probabilities under a constraint
B Nandram, H Sayit
Survey Methodology 37 (2), 137-152, 2011
252011
No arbitrage conditions for simple trading strategies
E Bayraktar, H Sayit
Annals of Finance 6 (1), 147-156, 2010
162010
No arbitrage in markets with bounces and sinks
W Nilsen, H Sayit
International Review of Applied Financial Issues & Economics 3 (4), 696-699, 2011
132011
Arbitrage-free models in markets with transaction costs
H Sayit, F Viens
132011
On the stickiness property
E Bayraktar, H Sayit
Quantitative Finance 10 (10), 1109-1112, 2010
102010
Sticky continuous processes have consistent price systems
C Bender, MS Pakkanen, H Sayit
Journal of Applied Probability 52 (2), 586-594, 2015
92015
Consistent price systems for bounded processes
F Maris, E Mbakop, H Sayit
Communications on Stochastic Analysis 5 (4), 2, 2011
72011
Sticky processes, local and true martingales
M Rásonyi, H Sayit
52018
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models
N Abudurexiti, K He, D Hu, ST Rachev, H Sayit, R Sun
Annals of Operations Research 336 (1), 945-966, 2024
42024
On the existence of consistent price systems
E Bayraktar, MS Pakkanen, H Sayit
arXiv preprint arXiv:0911.3789, 2009
42009
A Discussion of Stochastic Dominance and Mean-CVaR Optimal Portfolio Problems Based on Mean-Variance-Mixture Models
H Sayit
Preprint, 2022
32022
Absence of arbitrage in a general framework
H Sayit
Annals of Finance 9, 611-624, 2013
32013
Consistent price systems in multiasset markets
F Maris, H Sayit
International Journal of Stochastic Analysis 2012 (1), 687376, 2012
32012
Pricing basket options with the first three moments of the basket: log-normal models and beyond
D Hu, H Sayit, F Viens
arXiv preprint arXiv:2302.08041, 2023
12023
Exponential utility maximization in small/large financial markets
M Rásonyi, H Sayit
arXiv preprint arXiv:2208.06549, 2022
12022
Closed-form approximations for basket option pricing under normal tempered stable Lévy model
D Hu, H Sayit, J Yao, Q Zhong
The North American Journal of Economics and Finance 74, 102233, 2024
2024
Exponential utility maximization in small/large financial markets
H Sayit
arXiv preprint arXiv:2208.06549, 2022
2022
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models
H Sayit
arXiv preprint arXiv:2202.02488, 2022
2022
A note on closed-form spread option valuation under log-normal models
K He, D Hu, N Abudurexiti, H Sayit
arXiv preprint arXiv:2109.05431, 2021
2021
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