On the methods of pricing American options: case study B Aydoğan, Ü Aksoy, Ö Uğur Annals of Operations Research 260 (1), 79-94, 2018 | 4 | 2018 |
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset B Aydoğan, Ö Uğur, Ü Aksoy Computational Economics, 2022 | 2 | 2022 |
Optimal Market Making with Mean-Reversion and Stochastic Volatility Price Process B Aydoğan, Ö Uğur, Ü Aksoy Stochastic Numerics and Statistical Learning: Theory and Applications …, 2022 | | 2022 |
Optimal market making models in high-frequency trading B Aydoğan Middle East Technical University, 2021 | | 2021 |
Applications of Optimal Market Making Models with Stochastic Volatility for High-frequency Trading B Aydoğan, Ö Uğur, Ü Aksoy Submitted, 2021 | | 2021 |
Algoritmik Ticaret ve Finansal Araçlar için Gerçek Zamanlı Çalışan Bir Prototip Ö Uğur, EE Aladağlı, Ö Tekin, O Enginar, B Aydoğan | | 2018 |
Methods of Pricing American Options Case Study for Comparison B Aydoğan, Ü Aksoy, Ö Uğur 55th Meeting of the EWGCFM, METU IAM, 2015 | | 2015 |
Computational Methods for Pricing American Options B Aydoğan Atilim University, 2014 | | 2014 |