Aslihan Altay-Salih

Publication Activity (10 Years)

Years Active: 2003-2010
Publications (10 Years): 0

Publications

Mustafa Ç. Pinar, Aslihan Altay-Salih, Ahmet Camci
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming. Eur. J. Oper. Res. 201 (3) (2010)
Aydin Yuksel, Levent Akdeniz, Aslihan Altay-Salih
On the performance of West's bubble test: A simulation approach. Appl. Math. Comput. 217 (7) (2010)
Aslihan Altay-Salih, Mustafa Ç. Pinar, Sven Leyffer
Constrained Nonlinear Programming for Volatility Estimation with GARCH Models. SIAM Rev. 45 (3) (2003)