Delegated dynamic portfolio management under mean-variance preferences. - Coskun Çetin (Adv. Decis. Sci., 2006)

Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms. - Burhaneddin Izgi; Coskun Çetin (J. Comput. Appl. Math., 2018)

Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients. - Burhaneddin Izgi; Coskun Çetin (Commun. Nonlinear Sci. Numer. Simul., 2021)

Approximate moment functions for logistic stochastic differential equations. - Coskun Çetin; Jasmina Dordevic (Numer. Algorithms, 2025)