Yeliz Yolcu Okur

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
Forecasting mortality rates with a general stochastic mortality trend model Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics	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 Computational Management Science	2018-11-07	Paper
Modeling and implementation of local volatility surfaces in Bayesian framework Computational Management Science	2018-11-07	Paper
Pricing pension buy-outs under stochastic interest and mortality rates Scandinavian Actuarial Journal	2018-09-11	Paper
Optimal consumption and portfolio for an insider in a market with jumps Communications on Stochastic Analysis	2016-03-04	Paper
SDE solutions in the space of smooth random variables Communications on Stochastic Analysis	2016-03-04	Paper
On the single name CDS price under structural modeling Journal of Computational and Applied Mathematics	2015-06-17	Paper
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method Journal of Computational and Applied Mathematics	2015-06-17	Paper
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data Journal of Computational and Applied Mathematics	2015-06-17	Paper
A Malliavin calculus approach to general stochastic differential games with partial information Springer Proceedings in Mathematics & Statistics	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 Stochastics	2012-11-09	Paper
White noise generalization of the Clark-Ocone formula under change of measure Stochastic Analysis and Applications	2011-01-13	Paper

Research outcomes over time

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