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Yeliz Yolcu-Okur

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Journal Articles

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2018
[j6]
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  - journals/anor/Selcuk-KestelYW18
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  - https://dblp.org/rec/journals/anor/Selcuk-KestelYW18
A. Sevtap Selcuk-Kestel, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber:
Preface: Advances of OR in commodities and financial modelling. Ann. Oper. Res. 260(1-2): 1-2 (2018)
[j5]
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Yeliz Yolcu-Okur, Tilman Sayer, Bilgi Yilmaz, B. Alper Inkaya:
Computation of the Delta of European options under stochastic volatility models. Comput. Manag. Sci. 15(2): 213-237 (2018)
[j4]
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  - journals/cms/AnimokuUY18
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Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur:
Modeling and implementation of local volatility surfaces in Bayesian framework. Comput. Manag. Sci. 15(2): 239-258 (2018)
2014
[j3]
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  - journals/jcam/InkayaO14
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A. Inkaya, Yeliz Yolcu-Okur:
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data. J. Comput. Appl. Math. 259: 377-384 (2014)
[j2]
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  - journals/jcam/GokgozUO14
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I. H. Gökgöz, Ömür Ugur, Yeliz Yolcu-Okur:
On the single name CDS price under structural modeling. J. Comput. Appl. Math. 259: 406-412 (2014)
[j1]
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  - journals/jcam/Yerlikaya-OzkurtVYW14
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Fatma Yerlikaya-Özkurt, Ceren Vardar-Acar, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber:
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method. J. Comput. Appl. Math. 259: 843-850 (2014)

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