Ismail Iyigunler
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Exact solvability of stochastic differential equations driven by finite activity Lévy processes Mathematical & Computational Applications | 2018-07-05 | Paper |
| COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS International Journal of Theoretical and Applied Finance | 2013-06-24 | Paper |
| Counterparty risk and the impact of collateralization in CDS contracts (available as arXiv preprint) | 2013-06-12 | Paper |
| DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES International Journal of Theoretical and Applied Finance | 2013-04-22 | Paper |
| Exact linearization of one-dimensional jump-diffusion stochastic differential equations Nonlinear Dynamics | 2009-09-11 | Paper |
| Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations Journal of Nonlinear Mathematical Physics | 2009-02-26 | Paper |
Research outcomes over time
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