Aslihan Altay-Salih

According to our database, Aslihan Altay-Salih authored at least 3 papers between 2003 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2010

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming.

Mustafa Ç. Pinar, Aslihan Altay-Salih, Ahmet Camci

Eur. J. Oper. Res., 2010

On the performance of West's bubble test: A simulation approach.

Aydin Yuksel, Levent Akdeniz, Aslihan Altay-Salih

Appl. Math. Comput., 2010

2003

Constrained Nonlinear Programming for Volatility Estimation with GARCH Models.

Aslihan Altay-Salih, Mustafa Ç. Pinar, Sven Leyffer

SIAM Rev., 2003