Makaleler
42
Tümü (42)
SCI-E, SSCI, AHCI (38)
SCI-E, SSCI, AHCI, ESCI (40)
ESCI (2)
Scopus (40)
Diğer Yayınlar (1)
9. A COMPARATIVE AND ILLUSTRATIVE STUDY FOR SOLVING SINGULARLY PERTURBED PROBLEMS WITH TWO PARAMETERS
Turkish World Mathematical Society Journal of Applied and Engineering Mathematics
, cilt.14, sa.2, ss.520-536, 2024 (ESCI, Scopus)
14. SUPG formulation augmented with YZ beta shock-capturing for computing shallow-water equations
ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK
, cilt.103, sa.6, 2023 (SCI-Expanded, Scopus)
15. The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION
, cilt.53, ss.392-417, 2023 (SCI-Expanded, SSCI, Scopus)
18. SUPG-YZ beta computation of chemically reactive convection-dominated nonlinear models
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
, cilt.100, sa.2, ss.283-303, 2023 (SCI-Expanded, Scopus)
28. On the single name CDS price under structural modeling
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
, cilt.259, ss.406-412, 2014 (SCI-Expanded, Scopus)
29. Solution of initial and boundary value problems by the variational iteration method
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
, cilt.259, ss.790-797, 2014 (SCI-Expanded, Scopus)
30. Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
, cilt.259, ss.362-370, 2014 (SCI-Expanded, Scopus)
37. Mathematical and Data Mining Contributions to Dynamics and Optimization of Gene-Environment Networks
ELECTRONIC JOURNAL OF THEORETICAL PHYSICS
, cilt.4, sa.16, ss.115-146, 2007 (Scopus)
38. Optimization and dynamics of gene-environment networks with intervals
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
, cilt.3, sa.2, ss.357-379, 2007 (SCI-Expanded, Scopus)
39. Boundary value problems for higher order linear impulsive differential equations
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
, cilt.319, sa.1, ss.139-156, 2006 (SCI-Expanded, Scopus)
40. The Sturm-Liouville operator on the space of functions with discontinuity conditions
COMPUTERS & MATHEMATICS WITH APPLICATIONS
, cilt.51, sa.6-7, ss.889-896, 2006 (SCI-Expanded, Scopus)
Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler
29
2. Continuous-Time Portfolio Optimisation: Stochastic Control and the Martingale Methods
Computational Mathematics Approaches in Science and Engineering, Ankara, Türkiye, 08 Mayıs 2026, ss.2, (Özet Bildiri)
15. Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital
2nd International Conference on Computational Finance, 4 - 08 Eylül 2017, (Özet Bildiri)
16. Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier
Vienna Congress on Mathematical Finance - VCMF 2016, 12 - 14 Eylül 2016, (Özet Bildiri)
18. Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR
EAJ 2016 & IA Summer School, 5 - 08 Temmuz 2016, (Özet Bildiri)
19. Estimation of Local Volatility Surfaces via Bayesian Approach
Applied mathematical programming and Modelling (APMOD 2016), 8 - 10 Haziran 2016, (Özet Bildiri)
23. Functional Impulses in Exact Stochastic Simulation
International Conference on Pure and Applied Mathematics, 25 - 28 Ağustos 2015, (Özet Bildiri)
24. Pricing Stochastic Barrier Options in Presence of Jumps
55th Meeting of the EWGCFM, 14 - 16 Mayıs 2015, (Özet Bildiri)
25. Methods of Pricing American Options Case Study for Comparison
55th Meeting of the EWGCFM, 14 - 16 Mayıs 2015, (Özet Bildiri)
26. Uncertainty Quantification and Implementation of Local Volatility Surfaces in Bayesian Framework
55th Meeting of the EWGCFM, 14 - 16 Mayıs 2015, (Özet Bildiri)
27. Wavelet Analysis of Financial Time Series
55th Meeting of the EWGCFM, 14 - 16 Mayıs 2015, (Özet Bildiri)
Diğer Yayınlar
1
