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Toplam 13 adet sonuçtan 13 tanesi görüntülenmektedir.

Behavioral classification of stochastic differential equations in mathematical finance

Fen Bilimleri Enstitüsü, İstanbul Teknik Üniversitesi, 2015

BURHANEDDİN İZGİ

Ahmet Duran Tez Doktora Tamamlandı

Some weak convergence analysis results of the semi-implicit split-step methods for the non-linear stochastic differential equations

Fen Bilimleri Enstitüsü, İstanbul Teknik Üniversitesi, 2019

BERİVAN ARI

Burhaneddin İzgi Tez Yüksek Lisans Tamamlandı

Solution Behavior of Heston Model Using Impression Matrix Norm

Gulf International Conference on Applied Mathematics, 19 Kasım 2013

DURAN AHMET,İZGİ BURHANEDDİN

Burhaneddin İzgi Tam metin bildiri Solution BehaviorStochastic Differential EquationsImpression Matrix Norm

Deterministic Solutions of the Stochastic Differential Equations Using Invariant Criteria

INTERNATIONAL CONFERENCE ON PROGRES IN APPLIED SCIENCE, İstanbul/TÜRKİYE, 4 Ocak 2017, s. 323-326

İZGİ BURHANEDDİN,BAKKALOĞLU AHMET

Burhaneddin İzgi Tam metin bildiri

Invariant Approaches for the Analytic Solution of the Stochastic Black-Derman Toy Model

3rd International Conference on Symmetries Differential Equations and Applications, istanbul/TÜRKİYE, 14 Ağustos 2017

İZGİ BURHANEDDİN,BAKKALOĞLU AHMET

Burhaneddin İzgi Özet Bildiri

Applications of Semi-Implicit Split-Step Methods to Nonlinear Stochastic Differential Equations

1st International Conference on Mathematical and Related Sciences, Antalya/TÜRKİYE, 30 Nisan 2018

İZGİ BURHANEDDİN,ÇETİN COŞKUN

Burhaneddin İzgi Özet Bildiri

Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm

Journal of Computational and Applied Mathematics, Vol. 281, Haziran 2015, s. 126-134, ISSN: 03770427

DURAN AHMET,İZGİ BURHANEDDİN

Ahmet Duran Özgün Makale Numerical solutions of stochastic differential equationsMilstein methodstochastic Runge-Kutta methodHeston model3-dimensional matrix normimpression matrix norm

3D extreme value analysis for stock return interest rate and speed of mean reversion

Journal of Computational and Applied Mathematics, Vol. 297, Mayıs 2016, s. 51-64, ISSN: 03770427

İZGİ BURHANEDDİN,DURAN AHMET

Ahmet Duran Özgün Makale 3D extreme value analysisfat-tailshigh-peaksnumerical solutions of stochastic differential equationsHeston modelcomovement

Stochastic differential equations and geometric flows

IEEE Transactions on Image Processing, Vol. 11, No. 12, Aralık 2002, s. 1405-1416, ISSN: 1057-7149

ÜNAL GÖZDE,HAMİD KRİM,ANTHONY YEZZİ

Gözde Ünal Özgün Makale

Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, Vol. 343, Aralık 2018, s. 62-79, ISSN: 0377-0427

İZGİ BURHANEDDİN,ÇETİN COŞKUN

Burhaneddin İzgi Özgün Makale

A New Notion of Transitive Relative Return Rate and Its Applications Using Stochastic Differential Equations

International Conference on Applied Analysis and Mathematical Modeling, İstanbul/TÜRKİYE, 20 Haziran 2018

İZGİ BURHANEDDİN

Burhaneddin İzgi Özet Bildiri

A new notion of transitive relative return rate and its applications using stochastic differential equations

Thermal Science, Vol. 23, No. Suppl. 1, Ocak 2019, s. 113-120, ISSN: 0354-9836

İZGİ BURHANEDDİN

Burhaneddin İzgi Özgün Makale

Solution Behavior of Heston Model UsingImpression Matrix Norm

SIAM and Gulf International Conference on Applied Mathematics, Vol. 87, 19 Kasım 2013, s. 215-221

DURAN AHMET,İZGİ BURHANEDDİN

Ahmet Duran Tam metin bildiri Numerical solutions of stochastic differential equationsHeston model 3-dimensional matrix normimpression matrix norm

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