SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Özgür Kaya · Study

Home/Author

Özgür Kaya

4 works· latest 2007· 1 institutionscluster: provisional

h-index4

i104

Citations605

Works here4

04

05

06

07

Most cited in this library

Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes2006 · 493 citations
A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings2007 · 58 citations
Exact simulation of option greeks under stochastic volatility and jump diffusion models2004 · 30 citations
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models2005 · 24 citations

Works

4 shown

A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings

Journal of Financial and Quantitative Analysis·2007·2 authors

58citations

Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes

Operations Research·2006·2 authors

493citations

Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models

Winter Simulation Conference·2005·2 authors·other

24citations

Exact simulation of option greeks under stochastic volatility and jump diffusion models

Winter Simulation Conference·2004·2 authors·other

30citations