Assoc. Prof. YELİZ YOLCU OKUR
Former Researcher
Home page
Education
Research Areas
Academic and Administrative Experience
Publications & Works
Project & Patent & Design
Scientific & Professional Activities
Achievements & Reputation
Announcements & Documents
Contact
Download CV
Türkçe
English
Middle East Technical University
Research Information System
Türkçe
Research Information System
Türkçe
Publications & Works
Publication Network
Articles
3
All (3)
SCI-E, SSCI, AHCI (1)
SCI-E, SSCI, AHCI, ESCI (3)
ESCI (2)
Scopus (2)
TRDizin (2)
1.
FORECASTING MORTALITY RATES WITH A GENERAL STOCHASTIC MORTALITY TREND MODEL
HASGÜL E.
,
Kestel A. S.
,
YOLCU OKUR Y.
COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS
, vol.69, no.1, pp.910-928, 2020 (ESCI, TRDizin)
2.
Optimal investment strategy and liability ratio for insurer with Levy risk process
ÖZALP M. A.
,
Yildirak K.
,
YOLCU OKUR Y.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
, vol.48, no.4, pp.1232-1249, 2019 (SCI-Expanded, Scopus, TRDizin)
3.
Computation of the Delta of European options under stochastic volatility models
YOLCU OKUR Y.
,
Sayer T.
,
YILMAZ B.
,
Inkaya B. A.
COMPUTATIONAL MANAGEMENT SCIENCE
, vol.15, no.2, pp.213-237, 2018 (ESCI, Scopus)
Papers Presented at Peer-Reviewed Scientific Conferences
11
1.
Stochastic Delay Differential Equations and TheirApplications to Finance
ALADAĞLI E. E.
,
VARDAR ACAR C.
,
YOLCU OKUR Y.
IV. Kadın Matematikçiler Derneği Çalıştayı, Turkey, 28 - 29 April 2017, (Summary Text)
2.
An Alternative Stochastic Mortality Trend Model
HASGÜL E.
,
KESTEL A. S.
,
YOLCU OKUR Y.
PARTY 2017, 8 - 13 January 2017, (Summary Text)
3.
Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier
YOLCU OKUR Y.
,
KOZPINAR SARI S.
,
UĞUR Ö.
,
EVCİN C.
Vienna Congress on Mathematical Finance - VCMF 2016, 12 - 14 September 2016, (Summary Text)
4.
Examination and Parameter estimation of single species Population Models in presence of randomness and delay
ÖLMEZ S. B.
,
VARDAR ACAR C.
,
YOLCU OKUR Y.
3rd Ankara Istanbul Workshop on Stochastic Processes, Turkey, 16 June 2016, (Summary Text)
5.
Estimation of Local Volatility Surfaces via Bayesian Approach
YOLCU OKUR Y.
,
Animoku A.
,
UĞUR Ö.
Applied mathematical programming and Modelling (APMOD 2016), 8 - 10 June 2016, (Summary Text)
6.
Computation of Malliavin Greeks in Hybrid StochasticVolatility Models
YILMAZ B.
,
YOLCU OKUR Y.
55th Meeting of the EWGCFM, Ankara, Turkey, 14 - 16 May 2015, (Summary Text)
7.
Uncertainty Quantification and Implementation of Local Volatility Surfaces in Bayesian Framework
Animoku A.
,
UĞUR Ö.
,
YOLCU OKUR Y.
55th Meeting of the EWGCFM, 14 - 16 May 2015, (Summary Text)
8.
Pricing Stochastic Barrier Options in Presence of Jumps
KOZPINAR SARI S.
,
YOLCU OKUR Y.
,
TEKİN Ö.
,
UĞUR Ö.
55th Meeting of the EWGCFM, 14 - 16 May 2015, (Summary Text)
9.
Computation of the Delta of European Options under Stochastic Volatility Models
YILMAZ B.
,
YOLCU OKUR Y.
,
İnkaya B. A.
SIAM conferance Fianancial Mathemtics and Engineering, Chicago, United States Of America, 13 - 15 November 2014, (Summary Text)
10.
COMPARISON OF DIFFERENT METHODS TO COMPUTE THE GREEKS
YILMAZ B.
,
İnkaya B. A.
,
YOLCU OKUR Y.
Uluslararası 8. İstatistik Kongresi, Antalya, Turkey, 27 - 29 October 2013, (Summary Text)
11.
Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models
YILMAZ B.
,
İNKAYA B. A.
,
YOLCU OKUR Y.
XXVI EURO-INFORMS 26th European Conferance on Operatioanl Research, Roma, Italy, 1 - 04 July 2013, (Summary Text)
Metrics
More metrics
Publication
14
Publication (WoS)
3
Publication (Scopus)
2
Citation (WoS)
1
H-Index (WoS)
1
Project
9
Thesis Advisory
10
Open Access
10
UN Sustainable Development Goals