Publications

  • Bilgi Yilmaz, A. Sevtap Selcuk-Kestel. Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach. Journal of Real Estate Finance & Economics. doi: 10.1007/s11146-018-9688-6.
  • Bilgi Yilmaz, A. Sevtap Selcuk-Kestel. A stochastic approach to model housing markets: The US housing market case. Numerical Algebra, Control and Optimization (NACO), 2018. doi: 10.3934/naco.2018030.
  • Yeliz Yolcu Okur, Tilman Sayer, Bilgi Yilmaz, B. Alper Inkaya. Computation of  the Delta of European Options Under Stochastic Volatility models. Computational Management Science, 2018. DOI:10.1007/s10287-018-0316-y.
  • Bilgi Yilmaz, Computation of Option Greeks Under Hybrid Stochastic Volatility models via Malliavin Calculus. Modern Stochastic: Theory and Applications, 2018. doi: 10.15559/18-VMSTA100.
  • Yener Coskun, A. Sevtap Selcuk-Kestel, Bilgi Yilmaz. Diversification Benefit and Return Performance of REITs Using CAPM and Fama-French: Evidence from Turkey. Borsa Istanbul Review,2017. DOI:10.1016/j.bir.2017.08.003.
  • Yeliz Yolcu okur, Tilman Sayer, Bilgi Yilmaz, B.Alper Inkaya. Computation of the Delta of European Options Under Stochastic Volatility Models. SSRN Electronic Journal 10/2016. doi:10.2139/ssrn.2877709.