- E. Bayraktar, M. Pakkanen, H. Sayit,
``On the existence of consistent price systems". Submitted.
- H. Sayit, ``Absence of arbitrage in a general framework". To appear in Annals of
- F. Maris, H. Sayit, ``Consistent price systems in multiasset markets".
International Journal of Stochastic Analysis, Vol2012, (2012), 14pages.
- H. Sayit, F. Viens, ``Arbitrage-free models in markets with transaction costs".
Electronic Communications in Probability, Vol 16 (2011), 614-622.
- F. Maris, E. Mbakop, H. Sayit, ``Consistent price systems for bounded processes".
Communications on Stochastic Analysis, Vol 5 (2011), No 4, 616-679.
- E. Bayraktar, H. Sayit, ``On the stickiness property".
Quantitative Finance, Vol 6 (2010), No10, 1109-1112.
- E. Bayraktar, H. Sayit, ``No arbitrage conditions for simple trading strategies".
Annals of Finance, Vol 10 (2010), No1, 147-155.
- R. Jarrow, P. Protter, H. Sayit, ``No arbitrage without semi-martingales ".
The Annals of Applied Probability, Vol 19 (2009), No2, 596-616.
- B. Nandram, H. Sayit, ``A Bayesian analysis of small area probabilities under a constraint".
Survey Methodology. Vol 37 (2011), No2, 137-152.
- W. Nilsen, H. Sayit,
``No arbitrage in markets with bounses and sinks". International Review of Applied Financial Issues and Economics, Vol 3 (2011), No4, 696-699.