Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes
Vardar-Acar, Ceren, Çağlar, Mine, Avram, Florin
Published in Journal of theoretical probability (01.09.2021)
Published in Journal of theoretical probability (01.09.2021)
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Journal Article
Hedging portfolio for a market model of degenerate diffusions
Çağlar, Mine, Demirel, İhsan, Üstünel, Ali Süleyman
Published in Stochastics (Abingdon, Eng. : 2005) (18.08.2023)
Published in Stochastics (Abingdon, Eng. : 2005) (18.08.2023)
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Journal Article
A Chain-Binomial Model for Pull and Push-Based Information Diffusion
Caglar, Mine, Ozkasap, Oznur
Published in 2006 IEEE International Conference on Communications (01.06.2006)
Published in 2006 IEEE International Conference on Communications (01.06.2006)
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Conference Proceeding
On the Modeling of CO2 EUA and CER Prices of EU-ETS for the 2008-2012 Period
Gürler, Ülkü, Yenigün, Deniz, Çağlar, Mine, Berk, Emre
Published in Applied stochastic models in business and industry (01.07.2016)
Published in Applied stochastic models in business and industry (01.07.2016)
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Journal Article
Parameter estimation of an agent-based stock price model
Çağlar, Mine, Bahtiyar, Nihal, Altıntaş, İpek
Published in Applied stochastic models in business and industry (01.05.2014)
Published in Applied stochastic models in business and industry (01.05.2014)
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Journal Article
Application of stochastic flows to the sticky Brownian motion equation
Hajri, Hatem, Caglar, Mine, Arnaudon, Marc
Published in Electronic communications in probability (01.01.2017)
Published in Electronic communications in probability (01.01.2017)
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Journal Article
An analytical framework for self-organizing peer-to-peer anti-entropy algorithms
Özkasap, Öznur, Çağlar, Mine, Yazıcı, Emine Şule, Küçükçifçi, Selda
Published in Performance evaluation (01.03.2010)
Published in Performance evaluation (01.03.2010)
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Journal Article
APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
Hajri, Hatem, Mine, Caglar, Arnaudon, Marc
Published in Electronic communications in probability (12.12.2016)
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Published in Electronic communications in probability (12.12.2016)
Journal Article
Parameterization of Submesoscale Eddy-Rich Flows Using a Stochastic Velocity Model
Caglar, Mine, Oezgoekmen, Tamay M, Piterbarg, Leonid I
Published in Journal of atmospheric and oceanic technology (01.12.2006)
Published in Journal of atmospheric and oceanic technology (01.12.2006)
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Journal Article