Projects per year
Personal profile
Personal profile
Experience
Associate Professor, XJTLU, 2015-
Lecturer, Durham University, 2013-2015
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Ph.D. , Cornell University, - 2005
Person Types
- Staff
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Collaborations and top research areas from the last five years
Projects
- 1 Active
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Pricing Spread and Basket Options Under Time Changed Brownian Motion Models
1/01/23 → 31/12/24
Project: Internal Research Project
Research output
- 12 Article
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Closed-form approximations for basket option pricing under normal tempered stable Lévy model
Hu, D., Sayit, H., Yao, J. & Zhong, Q., Sept 2024, In: North American Journal of Economics and Finance. 74, 102233.Research output: Contribution to journal › Article › peer-review
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Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models
Abudurexiti, N., He, K., Hu, D., Rachev, S. T., Sayit, H. & Sun, R., May 2024, In: Annals of Operations Research. 336, 1-2, p. 945-966 22 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus) -
Sticky processes, local and true martingales
Rásonyi, M. & Sayit, H., Nov 2018, In: Bernoulli. 24, 4A, p. 2429-2460 32 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Sticky continuous processes have consistent price systems
Bender, C., Pakkanen, M. S. & Sayit, H., 1 Jun 2015, In: Journal of Applied Probability. 52, 2, p. 586-594 9 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus) -
On the Existence Of Consistent Price Systems
Bayraktar, E., Pakkanen, M. S. & Sayit, H., 2014, In: Stochastic Analysis and Applications. 32, 1, p. 152-162 11 p.Research output: Contribution to journal › Article › peer-review
Open Access