Merve Kutlu

Summer term 22

• Stochastic Analysis
• Continuous Time Financial Mathematics
• Practical Financial Engineering

Winter term 2021/2022

• Kursname Nonlinear Time Series Analysis
• Discrete Time Financial Mathematics

Summer term 2021

• Stochastic Analysis
• Financial Mathematics 2
• Practical Financial Engineering

Winter term 2020/2021

• Finanial Mathematics I

• Berger, D., Kutlu, M. and Lindner, A. (2022). On multivariate quasi-infinitely divisible distributions. In: Chaumont, L., Kyprianou, A.E. (eds) A Lifetime of Excursions Through Random Walks and Lévy Processes. Progress in Probability, vol 78. Birkhäuser, Cham.

• Berger, D. and Kutlu, M. (2022). Quasi-infinite divisibility of a class of distributions with discrete part. ArXiv Mathematics e-prints, arXiv: 2204.09651.

• Kutlu, M. (2021). On a denseness result for quasi-infinitely divisible distributions. Statistics & Probability Letters 176, 109139.

• Quasi-infinitely divisible distributions, Master Thesis, Ulm University 2020, supervisor: Prof. Dr. Alexander Lindner.
• The Invariant Manifold Theorem, Bachelor Thesis, Ulm University 2019, supervisor: Prof. Dr. Rico Zacher.