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Full name Familienname, Vorname
Gülüm, Ismail Cetin
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-14 of 14 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Gülüm, Ismail Cetin Consistency of option prices under bid-ask spreadsArtikel Article 2020
2Gerhold, Stefan ; Gülüm, I. Cetin Peacocks nearby: Approximating sequences of measuresArtikel Article 2019
3Gülüm, Ismail Cetin Consistency of Option Prices under Bid-Ask Spreads and Implied Volatility Slope AsymptoticsPräsentation Presentation2016
4Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
5Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
6Gülüm, Ismail Cetin Consistency of Option Prices under Bid-Ask SpreadsPräsentation Presentation2016
7Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
8Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
9Gerhold, Stefan ; Gülüm, I. Cetin ; Pinter, Arpad Small-maturity asymptotics for the at-the-money implied volatility slope in Lévy modelsArtikel Article 2016
10Gueluem Ismail Cetin - 2016 - Consistency of option prices under bid-ask spreads...pdf.jpgGülüm, Ismail Cetin Consistency of option prices under bid-ask spreads and implied volatility slope asymptoticsThesis Hochschulschrift 2016
11Gülüm, Ismail Cetin A Variant of Strassen's TheoremPräsentation Presentation2015
12Gülüm, Ismail Cetin On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence StructurePräsentation Presentation2013
13Gülüm, Ismail Cetin Quantitative Methods in Risk Management (Part II)Präsentation Presentation2013
14Gülüm, Ismail Cetin Controlled diffusion models with applications to dividend paymentThesis Hochschulschrift2011