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Articles 12
All (12)
SCI-E, SSCI, AHCI (9)
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Scopus (10)
TRDizin (2)

1. A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method

ALTINTAN D., Aydin E., YILMAZ F. N., TEMOÇİN B. Z.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.489, 2027 (SCI-Expanded, Scopus)

2. Strong Order Runge-Kutta Method for Stochastic Optimal Control Problems of the Merton Jump Diffusion Model

YILMAZ F. N., Aydın E., TEMOÇİN B. Z., ALTINTAN D.
Optimal Control Applications and Methods , vol.47, no.2, pp.671-683, 2026 (SCI-Expanded, Scopus)

3. A Machine Learning Integrated Portfolio Rebalance Framework with Risk Aversion Adjustment

Temoçin B. Z.
BDDK Bankacılık ve Finansal Piyasalar Dergisi , vol.19, no.2, pp.173-197, 2025 (TRDizin)

4. Network Analysis of BIST 100: Crisis Precursors and Influential Nodes

Işlak Ü., TEMOÇİN B. Z.
COMPUTATIONAL ECONOMICS , 2025 (SCI-Expanded, SSCI, Scopus)

5. Cushion option on CPPI strategy for defined-contribution pension plans

Gulveren A., TEMOÇİN B. Z., KESTEL A. S.
JOURNAL OF PENSION ECONOMICS & FINANCE , vol.24, no.4, pp.501-515, 2025 (SSCI, Scopus) Sustainable Development

6. OPTIMAL PORTFOLIO ALLOCATION UNDER FRACTAL THEORY

ACIKGOZ T., TEMOCIN B. Z.
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY , vol.33, no.09, 2025 (SCI-Expanded, Scopus)

7. Constant proportion portfolio insurance in defined contribution pension plan management

Temoçin B. Z., Korn R., Selcuk-Kestel A. S.
ANNALS OF OPERATIONS RESEARCH , vol.266, pp.329-348, 2018 (SCI-Expanded, Scopus)

8. Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading

Temoçin B. Z., Korn R., Selcuk-Kestel A. S.
ANNALS OF OPERATIONS RESEARCH , vol.260, pp.515-544, 2018 (SCI-Expanded, Scopus)

9. Applications of the central limit theorem for pricing Cliquet-style options

Korn R., Temocin B. Z., Wenzel J.
EUROPEAN ACTUARIAL JOURNAL , vol.7, no.2, pp.465-480, 2017 (ESCI, Scopus) Sustainable Development

10. Estimation of earthquake insurance Premium rates Turkish catastrophe insurance pool case

Temoçin B. Z., Kestel A. S.
AÜÜF Communications: Series A1: Mathematics and Statistics , vol.65, pp.161-173, 2016 (Peer-Reviewed Journal)

11. Optimal control of stochastic hybrid system with jumps: A numerical approximation

TEMOÇİN B. Z., Weber G.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.259, pp.443-451, 2014 (SCI-Expanded, Scopus)

12. PRICING AND COMPLETION IN A LEVY MARKET MODEL WITH TEUGEL MARTINGALES

Okur Y. Y., TEMOÇİN B. Z., HAYFAVİ A.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , vol.41, no.5, pp.767-783, 2012 (SCI-Expanded, Scopus, TRDizin)
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