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Burcu Aydogan
Title
Cited by
Cited by
Year
On the methods of pricing American options: case study
B Aydoğan, Ü Aksoy, Ö Uğur
Annals of Operations Research 260 (1), 79-94, 2018
42018
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
B Aydoğan, Ö Uğur, Ü Aksoy
Computational Economics, 2022
22022
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
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