Computation of the Delta of European options under stochastic volatility models. - Yeliz Yolcu-Okur; Tilman Sayer; Bilgi Yilmaz; B. Alper Inkaya (Comput. Manag. Sci., 2018)

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)

A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand. - Bilgi Yilmaz; Ralf Korn (Expert Syst. Appl., 2024)