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Bilgi Yilmaz
ORCID
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 2
Top Topics
Classification Models
Stochastic Models
Em Algorithm
Long Term
Top Venues
J. Comput. Appl. Math.
Comput. Manag. Sci.
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Publications
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Bilgi Yilmaz
,
A. Alper Hekimoglu
,
A. Sevtap Selcuk-Kestel
Default and prepayment options pricing and default probability valuation under VG model.
J. Comput. Appl. Math.
399 (2022)
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) (2018)