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 |
|---|---|---|
| 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
This page was built for person: Bilgi Yilmaz
