Bilgi Yilmaz
TitleCited byYear
Diversification Benefit and Return Performance of REITs Using CAPM and Fama-French: Evidence from Turkey
Y Coskun, AS Selcuk-Kestel, B Yilmaz
Borsa Istanbul Review, https://doi.org/10.1016/j.bir.2017.08.00, 2017
22017
Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach
B Yilmaz, S Selcuk-Kestel, Ayse
Journal of Real Estate Finance & Economics, 2018
2018
Analyzing Housing Market Dynamics using Linear and non-Parametric Models
B Yilmaz, F Yerlikaya-Özkurt, AS Selcuk-Kestel
11. International Statistics Days Conference, Muğla/Turkey, 2018
2018
Default and Prepayment Risk Management Using Option Based Mortgage Contract Pricing Method
B Yilmaz, AS Selcuk-Kestel
European Actuarial Journal Conference 2018, 2018
2018
A stochastic approach to model housing markets: The US housing market case
B Yilmaz, AS Selcuk-Kestel
Numerical Algebra, Control & Optimization 8 (4), 481-492, 2018
2018
Computation of the Delta of European options under stochastic volatility models
Y Yolcu-Okur, T Sayer, B Yilmaz, A Inkaya, Bulent
Computational Management Science 15 (52), 1-25, 2018
2018
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
B Yilmaz
Modern Stochastics: Theory and Applications 5 (2), 145-165, 2018
2018
Computation of the Delta of European Options Under Stochastic Volatility Models
Yeliz Yolcu Okur, Tilman Sayer, Bilgi Yilmaz, Bulent Alper İnkaya
SSRN, 2016
2016
A Comparative Study on REIT Returns in Istanbul Stock Exchange by Using Single Index and Fama-French Methods
S Kestel, Y Coskun, B Yilmaz
ERES, 2015
2015
Computation of Malliavin Greeks in Hybrid Stochastic Volatility Models
B Yilmaz, Y Yolcu-Okur
EURO Working Group for Commodities and Financial Modelling (55th Meeting of …, 2015
2015
Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama-French Methods
S Selcuk-Kestel, Ayse, Y Coskun, B Yilmaz
Anadolu International Conference in Economics, Eskişehir, Turkey; 06/2015, 2015
2015
Computation of Greeks via Malliavin Calculus
B Yilmaz
2nd Ankara-İstanbul Workshop on Stochastic Processes, İstanbul/Turkey; 06/2015, 2015
2015
Diversification Benefit And Return Performance Of Reıts Using CAPM And Fama-French Methods In Emerging Markets: The Turkish Case
S Selcuk-Kestel, Ayse, Y Coskun, B Yilmaz
European Real Estate Society 22nd Annual Conference/ERES-İTÜ, İTÜ/İSTANBUL …, 2015
2015
Computation of the Delta of European Options under Stochastic Volatility Models
B Yilmaz, YO Yeliz, A Inkaya, Bulent, T Sayer
SIAM Conference on Financial Mathematics and Engineering; 10/2014, 2014
2014
Computation of the Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus
B Yılmaz
Institute of Applied Mathematics, METU, 2014
2014
Comparison of Different Methods to Compute the Greeks
B Yilmaz, A Inkaya, Bulent, Y Yolcu-Okur
2013
Application of the Malliavin Calculus for Computation of Greeks in Black-Scholes and Stochastic Volatility Models
B Yilmaz, A Inkaya, Bulent, Y Yolcu-Okur
2013
Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models
B Yilmaz, Y Inkaya, Bulent Alper, Yolcu-Okur
26th European Conference On Operational Research Rome 1 − 4 July, 2013, 2013
2013
Comparison of Different Methods to Compute the Greeks
B Yilmaz, Y Yolcu-Okur, A Inkaya, Bulent
8TH International Statistic Congress 27 − 30 October, 2013 Antalya/Turkey …, 2013
2013
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