Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Email and Telephone Directory

Staff Profile

Hasanjan Sayit

Assistant Professor, Statistics in the Department of Mathematical Sciences

(email at hasanjan.sayit@durham.ac.uk)

Research Groups

Department of Mathematical Sciences

  • Statistics and Probability
  • Statistics and Probability: Statistics

Research Interests

  • Mathematical Finance

Publications

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.