| No arbitrage without semimartingales RA Jarrow, P Protter, H Sayit | 53 | 2009 |
| A Bayesian analysis of small area probabilities under a constraint B Nandram, H Sayit Survey Methodology 37 (2), 137-152, 2011 | 24 | 2011 |
| No arbitrage conditions for simple trading strategies E Bayraktar, H Sayit Annals of Finance 6 (1), 147-156, 2010 | 16 | 2010 |
| No arbitrage in markets with bounces and sinks W Nilsen, H Sayit International Review of Applied Financial Issues & Economics 3 (4), 696-699, 2011 | 13 | 2011 |
| Arbitrage-free models in markets with transaction costs H Sayit, F Viens | 13 | 2011 |
| On the stickiness property E Bayraktar, H Sayit Quantitative Finance 10 (10), 1109-1112, 2010 | 11 | 2010 |
| Sticky continuous processes have consistent price systems C Bender, MS Pakkanen, H Sayit Journal of Applied Probability 52 (2), 586-594, 2015 | 9 | 2015 |
| Consistent price systems for bounded processes F Maris, E Mbakop, H Sayit Communications on Stochastic Analysis 5 (4), 2, 2011 | 7 | 2011 |
| Sticky processes, local and true martingales M Rásonyi, H Sayit | 5 | 2018 |
| On the existence of consistent price systems E Bayraktar, MS Pakkanen, H Sayit arXiv preprint arXiv:0911.3789, 2009 | 4 | 2009 |
| A discussion of stochastic dominance and mean-CVaR optimal portfolio problems based on mean-variance-mixture models H Sayit arXiv e-prints, arXiv: 2202.02488, 2022 | 3 | 2022 |
| Absence of arbitrage in a general framework H Sayit Annals of Finance 9, 611-624, 2013 | 3 | 2013 |
| Consistent price systems in multiasset markets F Maris, H Sayit International Journal of Stochastic Analysis 2012, 2012 | 3 | 2012 |
| 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, 1-22, 2023 | 2 | 2023 |
| 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 | 1 | 2023 |
| Exponential utility maximization in small/large financial markets M Rásonyi, H Sayit arXiv preprint arXiv:2208.06549, 2022 | 1 | 2022 |
| 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 |
| Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions D Hu, H Sayit, ST Rachev arXiv preprint arXiv:2109.02872, 2021 | | 2021 |
