Turalay Kenc

On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts

Martin Sola, John Driffill, Turalay Kenc, 2003 .

Ox: An Object-Oriented Matrix Language

Turalay Kenc, J. Michael Orszag, T. Kenc, 1997 .

The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing

Martin Sola, Fabio Spagnolo, John Driffill, 2009 .

Merton-style option pricing under regime switching

Martin Sola, Turalay Kenc, Edward Driffill, 2002 .