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Staff Profile

Hasanjan Sayit

Assistant Professor, Statistics in the Department of Mathematical Sciences

(email at

Research Groups

Department of Mathematical Sciences

  • Statistics and Probability
  • Statistics and Probability: Statistics

Research Interests

  • Mathematical Finance


Journal Article

  • Bayraktar, E, Pakkanen, M & Sayit, H (2014). On the existence of consistent price systems. Stochastic Analysis and Applications 32(1): 152-162.
  • Bender, C, Pakkanen, M & Sayit, H (2014). Sticky continuous processes have consistent price systems. Journal of Applied Probability
  • Sayit, H (2012). Absence of arbitrage in a general framework. Annals of Finance 9(4): 611-624.
  • Maris, F. & Sayit, H. (2012). Consistent Price Systems in Multiasset Markets. International Journal of Stochastic Analysis 2012: 687376.
  • Nandram, B & Sayit, H (2011). A Bayesian analysis of small area probabilities under a constraint. Survey Methodology 37(2): 137-152.
  • Sayit, H & Viens, F (2011). Arbitrage-free models in markets with transaction costs. Electronic Communications in Probability 16: 53, 614-622.
  • Maris, F, Mbakop, E & Sayit, H (2011). Consistent price systems for bounded processes. Communications on Stochastic Analysis 5(4): 633-645.
  • Nilsen, W & Sayit, H (2011). No Arbitrage in Markets with Bounces and Sinks. International Review of Applied Financial Issues and Economics 3(4): 696-699.
  • Bayraktar, E & Sayit, H (2010). No arbitrage conditions for simple trading strategies. Annals of Finance 6(1): 147-156.
  • Bayraktar, E & Sayit, H (2010). On the Stickiness Property. Quantitative Finance 10(10): 1109-1112.
  • Jarrow, R., Protter, P. & Sayit, H. (2009). No Arbitrage Without Semimartingales. The Annals of Applied Probability 19(2): 596-616.