Bilgi Yilmaz
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Analytical pricing of time dependent stop-loss reinsurance and exposure curves under time-changed Brownian motion Japan Journal of Industrial and Applied Mathematics | 2026-08-03 | Paper |
| Default and prepayment options pricing and default probability valuation under VG model Journal of Computational and Applied Mathematics | 2021-09-01 | Paper |
| A stochastic approach to model housing markets: the US housing market case Numerical Algebra, Control and Optimization | 2019-03-28 | Paper |
| Computation of the Delta of European options under stochastic volatility models Computational Management Science | 2018-11-07 | Paper |
| Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus Modern Stochastics. Theory and Applications | 2018-06-28 | Paper |
Research outcomes over time
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