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Bezirgen Veliyev

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This is information that was supplied by Bezirgen Veliyev in registering through RePEc. If you are Bezirgen Veliyev , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bezirgen
Middle Name:
Last Name: Veliyev
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RePEc Short-ID: pve315

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/bezirgenveliyev
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Affiliation

Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)

Works

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Working papers

  1. Christian Bayer & Bezirgen Veliyev, 2012. "Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process," Papers 1209.5175, arXiv.org.
  2. Mathias Beiglb\"ock & Walter Schachermayer & Bezirgen Veliyev, 2010. "A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage," Papers 1004.5559, arXiv.org.

Articles

  1. Christian Bayer & Bezirgen Veliyev, 2014. "Utility Maximization In A Binomial Model With Transaction Costs: A Duality Approach Based On The Shadow Price Process," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1450022-1-1.
  2. Beiglböck, Mathias & Schachermayer, Walter & Veliyev, Bezirgen, 2012. "A short proof of the Doob–Meyer theorem," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 122(4), pages 1204-1209.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MIC: Microeconomics (1) 2012-10-06. Author is listed

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