| Effects of the quarantine on the individuals’ risk of Covid-19 infection: Game theoretical approach M Özkaya, B Izgi Alexandria Engineering Journal 60 (4), 4157-4165, 2021 | 25 | 2021 |
| Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms B İzgi, C Çetin Journal of computational and applied mathematics 343, 62-79, 2018 | 21 | 2018 |
| A new perspective to the solution and creation of zero sum matrix game with matrix norms B İzgi, M Özkaya Applied Mathematics and Computation 341, 148-159, 2019 | 12 | 2019 |
| 3D extreme value analysis for stock return, interest rate and speed of mean reversion B İzgi, A Duran Journal of Computational and Applied Mathematics 297, 51-64, 2016 | 12 | 2016 |
| Behavioral classification of stochastic differential equations in mathematical finance B İzgi Fen Bilimleri Enstitüsü, 2015 | 10 | 2015 |
| The demonstration of the necessity of agriculture insurance by game theory: Matrix norm approach B İzgi, M Özkaya AKU J. Sci. Eng 20 (2020), 824-831, 2020 | 8* | 2020 |
| Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm A Duran, B İzgi Journal of Computational and Applied Mathematics 281, 126-134, 2015 | 8 | 2015 |
| Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients B İzgi, C Çetin Communications in Nonlinear Science and Numerical Simulation 94, 105574, 2021 | 7 | 2021 |
| Some moment estimates for new semi-implicit split-step methods B İzgi, C Çetin AIP conference proceedings 1, 020041, 2017 | 7 | 2017 |
| Milstein-type semi-implicit split-step numerical methods for nonlinear SDE with locally Lipschitz drift terms B İzgi, C Çetin Thermal Sciences, DOI: https://doi. org/10.2298/TSCI180912325I, 2018 | 6 | 2018 |
| Solution behavior of heston model using impression matrix norm A Duran, B Izgi Advances in Applied Mathematics, 215-221, 2014 | 6 | 2014 |
| Axioms of decision criteria for 3D matrix games and their applications M Özkaya, B İzgi, M Perc Mathematics 10 (23), 4524, 2022 | 5 | 2022 |
| Invariant approaches for the analytic solution of the stochastic Black-Derman toy model B Izgi, A Bakkaloglu Thermal Science 22 (Suppl. 1), 265-275, 2018 | 5 | 2018 |
| Fundamental solution of bond pricing in the Ho-Lee stochastic interest rate model under the invariant criteria B Izgi, A Bakkaloglu New Trends in Mathematical Sciences 5 (1), 196-203, 2017 | 5 | 2017 |
| Extended matrix norm method: Applications to bimatrix games and convergence results B İzgi, M Özkaya, NK Ure, M Perc Applied Mathematics and Computation 438, 127553, 2023 | 4 | 2023 |
| Machine learning driven extended matrix norm method for the solution of large-scale zero-sum matrix games B İzgi, M Özkaya, NK Üre, M Perc Journal of Computational Science 68, 101997, 2023 | 3 | 2023 |
| Uluslararası Bir Krizin Oyun Teorisi ile Matematiksel Olarak Modellenmesi M Özkaya, B İzgi Bitlis Eren Üniversitesi Fen Bilimleri Dergisi 10 (4), 1334-1341, 2021 | 2 | 2021 |
| Matris normları ile bir matris oyununun adilliğinin gösterilmesi B İzgi, M Özkaya International Journal of Advances in Engineering and Pure Sciences 31 (2 …, 2019 | 2 | 2019 |
| Milstein-type semi-implicit split-step numerical methods for nonlinear stochastic differential equations with locally Lipschitz drift terms B Izgi, C Cetin Thermal Science 23 (Suppl. 1), 1-12, 2019 | 2 | 2019 |
| Some results for the weak convergence of semi-implicit split-step methods B Izgi, B Ari New Trends in Mathematical Sciences 7 (1), 22-31, 2019 | 2 | 2019 |
Murat ÖzkayaÇanakkale Onsekiz Mart ÜniversitesiVerified email at comu.edu.tr
