Publications & Works

Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes

Time varying control of magnetohydrodynamic duct flow

European Journal of Mechanics, B/Fluids, vol.89, pp.100-114, 2021 (Journal Indexed in SCI) identifier identifier

A mathematical model for human-to-human transmission of COVID-19: a case study for Turkey's data

MATHEMATICAL BIOSCIENCES AND ENGINEERING, vol.18, no.6, pp.9787-9805, 2021 (Journal Indexed in SCI) Sustainable Development identifier identifier identifier

Impulsive Expressions in Stochastic Simulation Algorithms

INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS, vol.15, no.1, 2018 (Journal Indexed in SCI) identifier identifier

Pricing pension buy-outs under stochastic interest and mortality rates

SCANDINAVIAN ACTUARIAL JOURNAL, no.3, pp.173-190, 2018 (Journal Indexed in SCI) identifier identifier

Multiresolution analysis of S&P500 time series

ANNALS OF OPERATIONS RESEARCH, vol.260, pp.197-216, 2018 (Journal Indexed in SCI) identifier identifier

On the methods of pricing American options: case study

ANNALS OF OPERATIONS RESEARCH, vol.260, pp.79-94, 2018 (Journal Indexed in SCI) identifier identifier

On the single name CDS price under structural modeling

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.406-412, 2014 (Journal Indexed in SCI) identifier identifier

Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.362-370, 2014 (Journal Indexed in SCI) identifier identifier

Solution of initial and boundary value problems by the variational iteration method

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.790-797, 2014 (Journal Indexed in SCI) identifier identifier

Variational iteration method for Sturm-Liouville differential equations

COMPUTERS & MATHEMATICS WITH APPLICATIONS, vol.58, no.2, pp.322-328, 2009 (Journal Indexed in SCI) identifier identifier

On optimization, dynamics and uncertainty: A tutorial for gene-environment networks

DISCRETE APPLIED MATHEMATICS, vol.157, no.10, pp.2494-2513, 2009 (Journal Indexed in SCI) identifier identifier

Derivative free optimization methods for optimizing stirrer configurations

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol.191, no.3, pp.855-863, 2008 (Journal Indexed in SCI) identifier identifier

Optimization and dynamics of gene-environment networks with intervals

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, vol.3, no.2, pp.357-379, 2007 (Journal Indexed in SCI) identifier identifier

Boundary value problems for higher order linear impulsive differential equations

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, vol.319, no.1, pp.139-156, 2006 (Journal Indexed in SCI) identifier identifier

The Sturm-Liouville operator on the space of functions with discontinuity conditions

COMPUTERS & MATHEMATICS WITH APPLICATIONS, vol.51, pp.889-896, 2006 (Journal Indexed in SCI) identifier identifier

Numerical method for optimizing stirrer configurations

COMPUTERS & CHEMICAL ENGINEERING, vol.30, no.2, pp.183-190, 2005 (Journal Indexed in SCI) identifier identifier

An eigenfunction expansion for the Schrodinger equation with arbitrary non-central potentials

JOURNAL OF MATHEMATICAL CHEMISTRY, vol.32, no.4, pp.323-338, 2002 (Journal Indexed in SCI) identifier identifier

Articles Published in Other Journals

Modeling and implementation of local volatility surfaces in Bayesian framework

COMPUTATIONAL MANAGEMENT SCIENCE, vol.15, no.2, pp.239-258, 2018 (Journal Indexed in ESCI) identifier identifier

Refereed Congress / Symposium Publications in Proceedings

Multi-fidelity aerodynamic dataset generation of a fighter aircraft

AIAA Science and Technology Forum and Exposition, AIAA SciTech Forum 2021, Virtual, Online, 11 - 15 January 2021, pp.1-28 identifier

Derivative free optimization of stirrer configurations

6th European Conference on Numberical Mathematics and Advanced Applications (ENUMATH2005), Santiago de Compostela, Spain, 01 July 2005, pp.1031-1033 identifier

Books & Book Chapters

An Introduction to Computational Finance

Imperial College Press , Singapore, 2009