On the stickiness property

Erhan Bayraktar; Hasanjan Sayit

doi:10.1080/14697680903341806

On the stickiness property

Erhan Bayraktar^*, Hasanjan Sayit

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Original language	English
Pages (from-to)	1109-1112
Number of pages	4
Journal	Quantitative Finance
Volume	10
Issue number	10
DOIs	https://doi.org/10.1080/14697680903341806
Publication status	Published - Dec 2010
Externally published	Yes

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10.1080/14697680903341806

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Bayraktar, E., & Sayit, H. (2010). On the stickiness property. Quantitative Finance, 10(10), 1109-1112. https://doi.org/10.1080/14697680903341806

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title = "On the stickiness property",

author = "Erhan Bayraktar and Hasanjan Sayit",

note = "Funding Information: We would like to thank the three anonymous referees for their feedback, which helped us improve the paper significantly. We would like to thank Jean Pierre Fouque, Balgobin Nandram, Jesus Rodriguez and L.C.G. Rogers for helpful comments. E. Bayraktar is supported, in part, by the National Science Foundation under grant number DMS-090625.",

year = "2010",

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pages = "1109--1112",

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AU - Bayraktar, Erhan

AU - Sayit, Hasanjan

N1 - Funding Information: We would like to thank the three anonymous referees for their feedback, which helped us improve the paper significantly. We would like to thank Jean Pierre Fouque, Balgobin Nandram, Jesus Rodriguez and L.C.G. Rogers for helpful comments. E. Bayraktar is supported, in part, by the National Science Foundation under grant number DMS-090625.

PY - 2010/12

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SP - 1109

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JO - Quantitative Finance

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On the stickiness property

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