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 |
|---|---|---|
| Trend-following hedge funds and multi-period asset allocation Quantitative Finance | 2019-01-14 | Paper |
| Optimal static-dynamic hedges for exotic options under convex risk measures Stochastic Processes and their Applications | 2009-10-13 | Paper |
| Portfolio optimization | 2009-03-16 | Paper |
| OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS Mathematical Finance | 2006-09-25 | Paper |
| Optimal investment with derivative securities Finance and Stochastics | 2006-05-24 | Paper |
| Singular Perturbations for Boundary Value Problems Arising from Exotic Options SIAM Journal on Applied Mathematics | 2004-12-13 | Paper |
Research outcomes over time
This page was built for person: Aytaç İlhan
