Constrained Nonlinear Programming for Volatility Estimation with GARCH Models. - Aslihan Altay-Salih; Mustafa Ç. Pinar; Sven Leyffer (SIAM Rev., 2003)

On the performance of West's bubble test: A simulation approach. - Aydin Yuksel; Levent Akdeniz; Aslihan Altay-Salih (Appl. Math. Comput., 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)