Coskun Cetin

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
Approximate moment functions for logistic stochastic differential equations Numerical Algorithms	2025-07-07	Paper
A model of dynamic information production for initial public offerings Quantitative Finance	2024-04-12	Paper
Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients Communications in Nonlinear Science and Numerical Simulation	2020-12-02	Paper
Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms Journal of Computational and Applied Mathematics	2018-06-20	Paper
Optimal acquisition of a partially hedgeable house Mathematics and Financial Economics	2015-04-29	Paper
Perturbed Linear-Quadratic Control Problems and Their Probabilistic Representations	2012-12-30	Paper
Uniqueness of Solutions for Certain Markovian Backward Stochastic Differential Equations	2012-10-31	Paper
Delegated dynamic portfolio management under mean-variance preferences Journal of Applied Mathematics and Decision Sciences	2008-11-20	Paper

Research outcomes over time

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