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ömer önalan
Title
Cited by
Cited by
Year
Financial modelling with Ornstein-Uhlenbeck processes driven by Lévy process
O Onalan
Proceedings of the World Congress on Engineering 2, 1-3, 2009
352009
Estimation of economic growth using Grey Cobb-Douglas production function: An application for US economy
O Onalan, H Basegmez
Journal of Business Economics and Finance 7 (2), 178-190, 2018
252018
Finans mühendisliğinde matematiksel modelleme
Ö Önalan
Avcıol Basım Yayın, 2004
252004
Stokastik süreçler
Ö Önalan
Avcıol, 2010
142010
Fractional Ornstein-Uhlenbeck processes driven by stable Lévy motion in finance
O Onalan
International Research Journal of Finance and Economics 42, 129-139, 2010
122010
FİNANSAL ZAMAN SERİLERİ İÇİN ORTALAMAYA DÖNME SIÇRAMA DİFÜZYON MODELİ
Ö Önalan
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 22 (1), 201-224, 2014
102014
Finansal Risk Yönetiminde Ekstrem Değer Teorisi
Ö Önalan
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 18 (1), 423-437, 2003
92003
Financial risk management with normal inverse Gaussian distributions
O Onalan
International Research Journal of Finance and Economics 38, 104-115, 2010
82010
Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing
Ö Önalan
Int. J. Appl. Math. Res 6, 85-92, 2017
72017
Currency Exchange Rate Estimation Using Grey Markov Prediction Model
O Onalan
Journal of Economics Finance and Accounting 1 (3), 205-217, 2014
72014
Vasicek ve CIR modelleri kullanılarak oynaklık ve faiz oranlarının modellenmesi
Ö Önalan
Marmara Üniversitesi İİ BF Dergisi 27 (2), 329-344, 2009
62009
Hisse senedi fiyat değişimlerinin stokastik süreç olarak analizi
Ö Önalan
PQDT-Global, 1996
61996
Martingale measures for NIG Lévy processes with applications to mathematical finance
O Onalan
International Research Journal of Finance and Economics 34, 56-68, 2009
52009
Subdiffusive Ornstein-Uhlenbeck processes and applications to finance
Ö Önalan
Proceedings of the World Congress on Engineering 2, 2015
42015
Financial asset returns modeling using α-stable self-similar processes
O Onalan
International Conference on Stochastic Finance, Instituto Superior de …, 2004
42004
Meixner Süreci İle Reel Efektif Döviz Kuru'nun Modellenmesi
Ö Önalan
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 30 (1), 263-281, 2011
32011
Markov Süreçleri
Ö ÖNALAN
Öneri Dergisi 1 (1), 125-130, 1994
31994
Estimation of Effect on Gross Domestic Product of Production Factors Using CES and Translog Production Functions: An Application to China Economy
Ö Önalan, H Başeğmez
Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 476-493, 2022
22022
The Ornstein–Uhlenbeck processes driven by Lévy process and application to finance
Ö Önalan
Electronic Engineering and Computing Technology, 443-453, 2010
22010
Self-similarity and multifractality in financial asset returns
Ö Önalan
WIT Transactions on Modelling and Simulation 38, 2004
22004
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