Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

A regime switching model for temperature modeling and applications to weather derivatives pricing

MATHEMATICS AND FINANCIAL ECONOMICS, cilt.14, sa.1, ss.1-42, 2020 (SCI İndekslerine Giren Dergi) identifier identifier

Stochastic multifactor modeling of spot electricity prices

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.259, ss.434-442, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

PRICING AND COMPLETION IN A LEVY MARKET MODEL WITH TEUGEL MARTINGALES

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.41, sa.5, ss.767-783, 2012 (SCI İndekslerine Giren Dergi) identifier