Publications & Works

Articles Published in Other Journals

Estimation of economic growth using Grey Cobb-Douglas production function: an application for US economy

Journal of Business, Economics and Finance (JBEF), vol.7, pp.178-190, 2018 (Refereed Journals of Other Institutions) Sustainable Development

Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing

International Journal of Applied Mathematical Research, vol.6, pp.85, 2017 (Refereed Journals of Other Institutions)

The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices

Global Journal of Mathematical Analysis, vol.5, pp.29-36, 2017 (Refereed Journals of Other Institutions)

Meixner Süreci İle Reel Efektif Döviz Kuru nun Modellenmesi

İktisadi ve İdari Bilimler Dergisi, vol.30, pp.263-281, 2011 (Refereed Journals of Other Institutions)

Pure jump levy processes and self decomposability in financial modeling

Journal of Mathematics Research, vol.3, pp.41, 2011 (Refereed Journals of Other Institutions)

KARARLI DAĞILIMLARLA FİNANSAL RİSK ÖLÇÜMÜ

İktisadi ve İdari Bilimler Dergisi, vol.28, pp.549-571, 2010 (Refereed Journals of Other Institutions) Sustainable Development

Financial risk management with normal inverse Gaussian distributions

International Research Journal of Finance and Economics, vol.38, pp.104-115, 2010 (Refereed Journals of Other Institutions) identifier

VASICEK VE CIR MODELLERİ KULLANILARAK OYNAKLIK VE FAİZ ORANLARININ MODELLENMESİ

İktisadi ve İdari Bilimler Dergisi, vol.27, 2009 (Refereed Journals of Other Institutions)

Martingale measures for NIG Lévy processes with applications to mathematical finance

International Research Journal of Finance and Economics, vol.34, pp.56-68, 2009 (Refereed Journals of Other Institutions) identifier

Financial modelling with Ornstein Uhlenbeck processes driven by Lévy process

Proceedings of the World Congress on Engineering, vol.2, pp.1-3, 2009 (Refereed Journals of Other Institutions)

Finansal zaman serileri için ortalamaya dönme sıçrama difüzyonu modeli

İktisadi ve İdari Bilimler Dergisi, vol.22, pp.201-224, 2007 (Refereed Journals of Other Institutions)

MENKUL KIYMET FİYATLARININ STOKASTİK SÜREÇ OLARAK MODELLENMESİ

Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi, vol.4, 2003 (Refereed Journals of Other Institutions)

Finansal risk yönetiminde ekstrem değer teorisi

İktisadi ve İdari Bilimler Dergisi, vol.18, pp.423-437, 2003 (Refereed Journals of Other Institutions)

Markov Süreçleri

Marmara Üniversitesi Öneri Dergisi, vol.1, 1994 (Other Refereed National Journals)

Refereed Congress / Symposium Publications in Proceedings

Prediction of gross domestic product (GDP) by using Grey Cobb-Douglas production function

4th Global Business Research Congress, İstanbul, Turkey, 24 - 25 May 2018, vol.7, pp.18-23 Sustainable Development

Subdiffusive Ornstein-Uhlenbeck Processes and Applications to Finance

World Congress on Engineering (WCE 2015), London, Canada, 1 - 03 July 2015, pp.697-703 identifier

Financial Modelling with Ornstein-Uhlenbeck Processes Driven by Levy Process

World Congress on Engineering, London, Canada, 1 - 03 July 2009, pp.1350-1355 identifier

Books & Book Chapters

Stokastik Süreçler

Avcıol Basım-Yayın, İstanbul, 2010

İşletme Matematiği

Avcıol Basım-Yayın, İstanbul, 2010