Yeliz Yolcu-Okur

Publication Activity (10 Years)

Years Active: 2014-2018
Publications (10 Years): 3

Top Topics

Stochastic Models

Bayesian Framework

Hyperparameters

Top Venues

J. Comput. Appl. Math.

Comput. Manag. Sci.

Ann. Oper. Res.

Publications

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)
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) (2018)
Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur
Modeling and implementation of local volatility surfaces in Bayesian framework. Comput. Manag. Sci. 15 (2) (2018)
I. H. Gökgöz, Ö. Ugur, Yeliz Yolcu-Okur
On the single name CDS price under structural modeling. J. Comput. Appl. Math. 259 (2014)
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)
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 (2014)