| Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms B İzgi, C Çetin Journal of Computational and Applied Mathematics 343, 62-79, 2018 | 22 | 2018 |
| Delegated dynamic portfolio management under mean-variance preferences C Cetin Journal of Applied Mathematics and Decision Sciences 2006, 2006 | 10 | 2006 |
| Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients B İzgi, C Çetin Communications in Nonlinear Science and Numerical Simulation 94, 105574, 2021 | 7 | 2021 |
| Milstein-type semi-implicit split-step numerical methods for nonlinear SDE with locally Lipschitz drift terms B Izgi, C Cetin Thermal Science 23, S1-S12, 2019 | 7 | 2019 |
| Some moment estimates for new semi-implicit split-step methods B İzgi, C Çetin AIP conference proceedings 1, 020041, 2017 | 7 | 2017 |
| Milstein-type semi-implicit split-step numerical methods for nonlinear stochastic differential equations with locally Lipschitz drift terms B Izgi, C Cetin Thermal Science 23 (Suppl. 1), 1-12, 2019 | 3 | 2019 |
| Backward stochastic differential equations with quadratic growth and their applications C Cetin University of Southern California, 2005 | 3 | 2005 |
| Optimal Acquisition of a Partially Hedgeable House C Cetin, F Zapatero Marshall School of Business Working Paper No. FBE, 25-09, 2009 | 2 | 2009 |
| A model of dynamic information production for initial public offerings R Bhuyan, C Çetin, B İzgi, B Talukdar Quantitative Finance 24 (1), 157-174, 2024 | 1 | 2024 |
| Review of latest geothermal applications in Türkiye: a glimpse into the future of renewable energy YZ Pamukcu, C Temizel, C Çetin Proceedings of the 49th Workshop on Geothermal Reservoir Engineering, 1-11, 2024 | 1 | 2024 |
| Optimal acquisition of a partially hedgeable house C Cetin, F Zapatero Mathematics and Financial Economics 9, 123-147, 2015 | 1 | 2015 |
| Approximate moment functions for logistic stochastic differential equations C Çetin, J Đorđević Numerical algorithms, 1-34, 2024 | | 2024 |
| Perturbed Linear-Quadratic Control Problems and Their Probabilistic Representations C Cetin arXiv preprint arXiv:1212.6694, 2012 | | 2012 |
| Uniqueness of Solutions for Certain Markovian Backward Stochastic Differential Equations C Cetin arXiv preprint arXiv:1210.8230, 2012 | | 2012 |
Burhaneddin İzgiAssociate Professor at Istanbul Technical University, Mathematical EngineeringΗ διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα itu.edu.tr
