On the single name CDS price under structural modeling. - I. H. Gökgöz; Ömür Ugur; Yeliz Yolcu-Okur (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)

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)

Preface: Advances of OR in commodities and financial modelling. - A. Sevtap Selcuk-Kestel; Yeliz Yolcu-Okur; Gerhard-Wilhelm Weber (Ann. Oper. Res., 2018)

Modeling and implementation of local volatility surfaces in Bayesian framework. - Abdulwahab Animoku; Ömür Ugur; Yeliz Yolcu-Okur (Comput. Manag. Sci., 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)