Sinem Kozpınar
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Person:1998135
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 |
|---|---|---|
| Reduced-order modeling for Heston stochastic volatility model Hacettepe Journal of Mathematics and Statistics | 2025-11-05 | Paper |
| Pricing European and American options under Heston model using discontinuous Galerkin finite elements Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Spread and basket option pricing in a Markov-modulated Lévy framework with synchronous jumps Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
| Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements (available as arXiv preprint) | 2016-05-30 | Paper |
| Reduced-Order Modeling for Heston Stochastic Volatility Model (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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