| Macro stress testing and an application on Turkish banking sector S Onder, B Damar, AA Hekimoglu Procedia Economics and Finance 38, 17-37, 2016 | 32 | 2016 |
| Financial stability of the Turkish banking sector M Yayla, A Hekimoğlu, M Kutlukaya BDDK Bankacılık ve Finansal Piyasalar Dergisi 2 (1), 9-26, 2008 | 21 | 2008 |
| Default and prepayment options pricing and default probability valuation under VG model B Yilmaz, A Hekimoglu, S Kestel Journal of Computational and Applied Mathematics, 2021 | 2 | 2021 |
| Statistical arbitrage: Factor investing approach E Akyildirim, A Goncu, A Hekimoglu, DK Nguyen, A Sensoy OR Spectrum 45 (4), 1295-1331, 2023 | 1 | 2023 |
| Efficient simulation and modelling of counterparty credit risk AA Hekimoğlu Middle East Technical University, 2018 | 1 | 2018 |
| Credit Portfolio Modelling and Pricing Using Poisson Binomial Distribution B Yilmaz, A Hekimoglu Available at SSRN 4751318, 2024 | | 2024 |
| Extending the Merton model with applications to credit value adjustment E Akyildirim, AA Hekimoglu, A Sensoy, FJ Fabozzi Annals of Operations Research 326 (1), 27-65, 2023 | | 2023 |
| Investigating Divergence Measures with Credit Risk Models A Hekimoglu, A Karasan Available at SSRN 4430829, 2023 | | 2023 |
| Modeling the Stochastic Processes of BIST30 and Pricing European Options: A Study on Emerging Markets B Yimaz, A Hekimoglu Top Journal Of Economics and Finance 1 (1), 34-47, 2023 | | 2023 |
| EXPLICIT CALIBRATION OF PURE JUMP PROCESSES: THE BIST30 EUROPEAN OPTION CASE B Yilmaz, AA Hekimoglu PressAcademia Procedia 16 (1), 200-202, 2023 | | 2023 |
| Option Pricing in Emerging Markets Using Pure Jump Processes: Explicit Calibration of BIST30 European Option B Yilmaz, HA Ali Journal of Business, Economics and Finance 11 (4), 161-175, 2022 | | 2022 |
| Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model E Gaygısız, A Karasan, A Hekimoğlu Optimization 71 (8), 2421-2449, 2022 | | 2022 |
| Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model E Gaygısız Lajunen, A Hekimoglu | | 2021 |
