Faculty & Staff
Hasanjan Sayit
Publications
Peer-Reviewed (Refereed) Journal Articles
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(With Robert Jarrow and Philip Protter) "No Arbitrage Without Semimartingales," To appear in Annals of Applied Probability.
Publications Under Review
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(With Erhan Bayraktar) "No Arbitrage Conditions For Simple Trading Strategies," Submitted.
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(With Erhan Bayraktar) "Arbitrage Free Models In Markets With Transaction Costs," Submitted.
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"No Arbitrage Under Transaction Costs And Stickiness," submitted.
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"Locally Sticky Processes: Arbitrage Under Transaction Costs." Preprint.