| Time dependent stop-loss reinsurance and exposure curves OM Mert, AS Selcuk-Kestel Journal of Computational and Applied Mathematics 389, 113348, 2021 | 3 | 2021 |
| Applications of the heston model on BIST30 warrants: hedging and pricing ÖM Mert Middle East Technical University, 2016 | 3 | 2016 |
| Optimal premium allocation under stop-loss insurance using exposure curves ÖM Mert, S SELCUK-KESTEL Hacettepe Journal of Mathematics and Statistics, 1-20, 2021 | 1 | 2021 |
| Modelling Natural Gas Future Prices via Hybrid Stochastic Diffusion Processes OM Mert, O Koc, AS Selcuk-Kestel Energy Entrepreneurship, Sustainability, Innovation and Financing: Practical …, 2025 | | 2025 |
| Stop-loss reinsurance pricing and exposure curves under jump influence ÖM Mert, SA Kestel | | 2023 |
| TIME DEPENDENT STOP-LOSS REIUNSURANCE AND EXPOSURE CURVES VIA STOCHASTIC JUMP DIFFUSION ÖM Mert, SA Kestel | | 2023 |
| Stochastic Modeling of Stop-Loss Reinsurance and Exposure Curves Under Time Dependent Structure ÖM Mert PQDT-Global, 2022 | | 2022 |
| Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing S Çabuk, ÖM Mert, AS Selcuk-Kestel, E Kalaycı Applied Operations Research and Financial Modelling in Energy: Practical …, 2021 | | 2021 |
| Hayat ve Hayat Dışı Sigorta Şirketlerinde Mali Yeterlilik Kriterlerine ait Faktörlerin Modellenmesi SA Kestel, B Yıldırım Külekci, M Şimşek, ÖM Mert | | 2018 |
| Optimal Stop-Loss Reinsurance: A Dependence Analysis of Aggregate Claims under Certain Distributions ÖM Mert, SA Kestel null, 2018 | | 2018 |
| Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance ÖM Mert, SA Kestel null, 2017 | | 2017 |
| Applications of the heston model on BIST30 warrants: hedging and pricing ÖM Mert Middle East Technical University, 2016 | | 2016 |
