Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm. - Ahmet Duran; Burhaneddin Izgi (J. Comput. Appl. Math., 2015)

3D extreme value analysis for stock return, interest rate and speed of mean reversion. - Burhaneddin Izgi; Ahmet Duran (J. Comput. Appl. Math., 2016)

Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms. - Burhaneddin Izgi; Coskun Çetin (J. Comput. Appl. Math., 2018)

A new perspective to the solution and creation of zero sum matrix game with matrix norms. - Burhaneddin Izgi; Murat Özkaya (Appl. Math. Comput., 2019)

Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients. - Burhaneddin Izgi; Coskun Çetin (Commun. Nonlinear Sci. Numer. Simul., 2021)

Extended matrix norm method: Applications to bimatrix games and convergence results. - Burhaneddin Izgi; Murat Özkaya; Nazim Kemal Üre; Matjaz Perc (Appl. Math. Comput., 2023)

Machine learning driven extended matrix norm method for the solution of large-scale zero-sum matrix games. - Burhaneddin Izgi; Murat Özkaya; Nazim Kemal Üre; Matjaz Perc (J. Comput. Sci., 2023)

Matrix norm methods for zero-sum fuzzy matrix games with payoffs of triangular fuzzy numbers. - Burhaneddin Izgi; Hale Gonce Kocken; Murat Özkaya (Appl. Math. Comput., 2024)

Matrix norm based hybrid Shapley and iterative methods for the solution of stochastic matrix games. - Burhaneddin Izgi; Murat Özkaya; Nazim Kemal Üre; Matjaz Perc (Appl. Math. Comput., 2024)

A holistic matrix norm-based alternative solution method for Markov reward games. - Burhaneddin Izgi; Murat Özkaya; Nazim Kemal Üre; Matjaz Perc (Appl. Math. Comput., 2025)