Yeliz Yolcu Okur

Available identifiers

Publication	Date of Publication	Type
Forecasting mortality rates with a general stochastic mortality trend model	2022-06-20	Paper
Optimal investment strategy and liability ratio for insurer with Lévy risk process	2021-10-19	Paper
Computation of the Delta of European options under stochastic volatility models	2018-11-07	Paper
Modeling and implementation of local volatility surfaces in Bayesian framework	2018-11-07	Paper
Pricing pension buy-outs under stochastic interest and mortality rates	2018-09-11	Paper
Optimal consumption and portfolio for an insider in a market with jumps	2016-03-04	Paper
SDE solutions in the space of smooth random variables	2016-03-04	Paper
On the single name CDS price under structural modeling	2015-06-17	Paper
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method	2015-06-17	Paper
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data	2015-06-17	Paper
A Malliavin calculus approach to general stochastic differential games with partial information	2013-07-30	Paper
Pricing and completion in a Lévy market model with Teugel martingales	2013-05-24	Paper
An extension of the Clark-Ocone formula under benchmark measure for Lévy processes	2012-11-09	Paper
White noise generalization of the Clark-Ocone formula under change of measure	2011-01-13	Paper

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