Publications & Works

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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) Sustainable Development identifier

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) Creative Commons License identifier identifier

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) identifier identifier
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)
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