Yeliz Yolcu-Okur

Pricing pension buy-outs under stochastic interest and mortality rates

S. Sahin, Ö. Ugur, Ayşe Arık, 2018 .

Pricing Pension Buyouts under Stochastic Interest and Mortality Rates

S. Sahin, Ö. Ugur, Ayşe Arık, 2017 .

Modeling and implementation of local volatility surfaces in Bayesian framework

Ö. Ugur, Yeliz Yolcu-Okur, Abdulwahab Animoku, 2018, Computational Management Science.

Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method

Gerhard-Wilhelm Weber, Yeliz Yolcu-Okur, Fatma Yerlikaya-Özkurt, 2012, J. Comput. Appl. Math..

Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data

Yeliz Yolcu-Okur, A. Inkaya, A. Inkaya, 2014, J. Comput. Appl. Math..

On the single name CDS price under structural modeling

Yeliz Yolcu-Okur, Ö. Ugur, I. H. Gökgöz, 2014, J. Comput. Appl. Math..

Modeling and implementation of local volatility surfaces in Bayesian framework

Yeliz Yolcu-Okur, Ömür Ugur, Abdulwahab Animoku, 2018, Comput. Manag. Sci..

Computation of the Delta of European options under stochastic volatility models

Tilman Sayer, Bilgi Yilmaz, Yeliz Yolcu-Okur, 2018, Computational Management Science.

Computation of the Delta of European options under stochastic volatility models

Tilman Sayer, Bilgi Yilmaz, Yeliz Yolcu-Okur, 2016, Computational Management Science.