Yeliz Yolcu-Okur

According to our database, Yeliz Yolcu-Okur authored at least 6 papers between 2014 and 2018.

Collaborative distances:

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

2018

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

Modeling and implementation of local volatility surfaces in Bayesian framework.

Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur

Comput. Manag. Sci., 2018

Preface: Advances of OR in commodities and financial modelling.

A. Sevtap Selcuk-Kestel, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber

Ann. Oper. Res., 2018

2014

Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method.

Fatma Yerlikaya-Özkurt, Ceren Vardar-Acar, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber

J. Comput. Appl. Math., 2014

Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data.

A. Inkaya, Yeliz Yolcu-Okur

J. Comput. Appl. Math., 2014

On the single name CDS price under structural modeling.

I. H. Gökgöz, Ömür Ugur, Yeliz Yolcu-Okur

J. Comput. Appl. Math., 2014