Pricing and hedging of inflation-indexed bonds in an affine framework. - Zehra Eksi; Damir Filipovic (J. Comput. Appl. Math., 2014)

Portfolio optimization for a large investor under partial information and price impact. - Zehra Eksi; Hyejin Ku (Math. Methods Oper. Res., 2017)

Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. - Sühan Altay; Katia Colaneri; Zehra Eksi (SIAM J. Financial Math., 2019)

Optimal convergence trading with unobservable pricing errors. - Sühan Altay; Katia Colaneri; Zehra Eksi (Ann. Oper. Res., 2021)