Working Papers
We are currently working on the papers below with my colleagues (or current or former students).
- The QLBS Model within the Presence of Feedback Loops through the Impacts of a Large Trader, jointly with Ahmet Umur Özsoy, in arXiv (November 2023), DOI: 10.48550/arXiv.2311.06790. PlumX
- The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring, jointly with Oğuz Koç and A. Sevtap Kestel, in arXiv (March 2023), DOI: 10.48550/arXiv.2303.05427. PlumX
Submitted Papers
The following papers are submitted to Journals (or elsewhere).
- SUPG-Based Stabilized Finite Element Computations of Convection-Dominated 3D Elliptic PDEs Using Shock-Capturing, jointly with Süleyman Cengizci and Srinivasan Natesan.
- Analytical Pricing of Time Dependent Stop-Loss Reinsurance and Exposure Curves under Time-Changed Brownian Motion, jointly with Ali Alper Hekimoğlu and Bilgi Yılmaz.
- SUPG Finite Element Computation of High-Speed Inviscid Flows around a Cylinder using YZβ Shock-Capturing: Thermochemical Equilibrium, jointly with Süleyman Cengizci.
- Stabilized Finite Element Simulations for Pricing European- and American-style Options under Heston's Stochastic Volatility Model, jointly with Süleyman Cengizci.
- A Comparative and Illustrative Study for Solving Singularly Perturbed ODEs with Two Parameters, jointly with Süleyman Cengizci, accepted (August 2022), to appear in TWMS Journal of Applied and Engineering Mathematics.
Published Papers
Below is a list of the latest publications; however, you may may check the list of published papers in each of the categories below (or on the menu).
Articles Proceedings Chapters in Books Editorial Work Books Theses