Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

Time varying control of magnetohydrodynamic duct flow

European Journal of Mechanics, B/Fluids, vol.89, pp.100-114, 2021 (Peer-Reviewed Journal) 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 (Peer-Reviewed Journal) Sustainable Development identifier identifier identifier

Impulsive Expressions in Stochastic Simulation Algorithms

INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS, vol.15, no.1, 2018 (Peer-Reviewed Journal) identifier identifier

Pricing pension buy-outs under stochastic interest and mortality rates

SCANDINAVIAN ACTUARIAL JOURNAL, no.3, pp.173-190, 2018 (Peer-Reviewed Journal) identifier identifier

Multiresolution analysis of S&P500 time series

ANNALS OF OPERATIONS RESEARCH, vol.260, pp.197-216, 2018 (Peer-Reviewed Journal) identifier identifier

On the methods of pricing American options: case study

ANNALS OF OPERATIONS RESEARCH, vol.260, pp.79-94, 2018 (Peer-Reviewed Journal) 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 (Peer-Reviewed Journal) 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 (Peer-Reviewed Journal) identifier identifier

On the single name CDS price under structural modeling

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.406-412, 2014 (Peer-Reviewed Journal) identifier identifier

Variational iteration method for Sturm-Liouville differential equations

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

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

DISCRETE APPLIED MATHEMATICS, vol.157, no.10, pp.2494-2513, 2009 (Peer-Reviewed Journal) identifier identifier

Derivative free optimization methods for optimizing stirrer configurations

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

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

COMPUTERS & MATHEMATICS WITH APPLICATIONS, vol.51, no.6-7, pp.889-896, 2006 (Peer-Reviewed Journal) identifier identifier

Numerical method for optimizing stirrer configurations

COMPUTERS & CHEMICAL ENGINEERING, vol.30, no.2, pp.183-190, 2005 (Peer-Reviewed Journal) 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 (Peer-Reviewed Journal) 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 (Peer-Reviewed Journal) 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