Default and prepayment options pricing and default probability valuation under VG model. - Bilgi Yilmaz; Alper A. Hekimoglu; A. Sevtap Selcuk-Kestel (J. Comput. Appl. Math., 2022)

Extending the Merton model with applications to credit value adjustment. - Erdinc Akyildirim; Alper A. Hekimoglu; Ahmet Sensoy; Frank J. Fabozzi (Ann. Oper. Res., 2023)

Statistical arbitrage: factor investing approach. - Erdinc Akyildirim; Ahmet Göncü; Alper A. Hekimoglu; Duc Khuong Nguyen; Ahmet Sensoy (OR Spectr., 2023)