Ismail Iyigunler

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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!

PublicationDate of PublicationType
Exact solvability of stochastic differential equations driven by finite activity Lévy processes
Mathematical & Computational Applications
2018-07-05Paper
COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS
International Journal of Theoretical and Applied Finance
2013-06-24Paper
Counterparty risk and the impact of collateralization in CDS contracts
 
2013-06-12Paper
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES
International Journal of Theoretical and Applied Finance
2013-04-22Paper
Exact linearization of one-dimensional jump-diffusion stochastic differential equations
Nonlinear Dynamics
2009-09-11Paper
Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations
Journal of Nonlinear Mathematical Physics
2009-02-26Paper


Research outcomes over time


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