Ahmet Camcı

From MaRDI portal
Person:1038335

Available identifiers

zbMath Open camci.ahmetMaRDI QIDQ1038335

List of research outcomes





PublicationDate of PublicationType
An integer programming model for pricing American contingent claims under transaction costs2012-06-20Paper
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming2009-11-17Paper
Pricing American contingent claims by stochastic linear programming2009-08-13Paper
An improved probability bound for the approximate S-lemma2008-01-21Paper

Research outcomes over time

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