Ceren Vardar-Acar

Publication Activity (10 Years)

Years Active: 2013-2014
Publications (10 Years): 0

Top Topics

Model Selection

Brownian Motion

Optimal Stopping

Top Venues

J. Comput. Appl. Math.

Publications

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 (2014)
Ceren Vardar-Acar, Craig L. Zirbel, Gábor J. Székely
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift. J. Comput. Appl. Math. 248 (2013)