Erhan Bayraktar
University of Michigan
Phone: (734) 764-9402
Fax: Fax Number Not Available
Email: erhan@umich.edu
Mailing Address:
Erhan Bayraktar
University of Michigan
Department of Mathematics
2846 East Hall
Ann Arbor, MI 48109
United States
Official Home Page
Personal Home Page
Background:
Primary Area of Interest: Mathematical
Research Interests:
--Mathematical finance, applied probability, stochastic processes and their Applications,
Stochastic Control,
Quickest Detection
--Stochastic optimization with applications in finance, insurance and engineering; optimal control; singular stochastic control; optimal stopping; change point detection.
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