Ismail Iyigunler

Available identifiers

zbMath Open iyigunler.ismailMaRDI QIDQ840342

List of research outcomes

Publication	Date of Publication	Type
Exact solvability of stochastic differential equations driven by finite activity Lévy processes	2018-07-05	Paper
COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS	2013-06-24	Paper
Counterparty Risk and the Impact of Collateralization in CDS Contracts	2013-06-12	Paper
DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES	2013-04-22	Paper
Exact linearization of one-dimensional jump-diffusion stochastic differential equations	2009-09-11	Paper
Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations	2009-02-26	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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