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researcher

A. S. Ustunel

19 papers hereh-index 13397 citations49 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author14
  • first author2
  • middle author1
  • last author2

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR19

identity via Semantic Scholar / OpenAlex

activity
20002025
most citedAnalysis on Wiener Space and Applications

31 citations · 78 across the 15 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.PR2008

Probabilistic solution of the American options

Ali Süleyman Üstünel

The existence and uniqueness of probabilistic solutions of variational inequalities for the general American options are proved under the hypothesis of hypoellipticity of the infin…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.