Contacts
Last Updated:
16/06/2017 - 22:19
Office: S227
Phone: +90 (312) 210-5617
E-Mail: ougur\( @ \)metu.edu.tr
Website: http://ougur.iam.metu.edu.tr
Research Interests: Differential Equations; Boundary value and Eigenvalue Problems; Special Functions; Schrödinger Equations; Quantum Mechanics; Numerical Analysis; Numerical Solutions of Differential Equations; Financial Mathematics; Optimisation; Parallel Computing
- 2018:
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Impulsive Expressions in Stochastic Simulation Algorithms.
.
International Journal of Computational Methods,
15(01):1750075, 2018.
[ BibTeX | DOI ]
@article{APU_2018, author = {Altıntan, Derya and Purutçuoğlu, Vi̇lda and Uğur, Ömür}, title = {Impulsive Expressions in Stochastic Simulation Algorithms}, journal = {International Journal of Computational Methods}, volume = {15}, number = {01}, pages = {1750075}, year = {2018}, doi = {10.1142/S021987621750075X} }
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Impulsive Expressions in Stochastic Simulation Algorithms.
.
International Journal of Computational Methods,
15(01):1750075, 2018.
[ BibTeX | DOI ]
- 2017:
-
Pricing Pension Buy-outs under Stochastic Interest and Mortality Rates.
.
Scandinavian Actuarial Journal,
2017.
[ BibTeX | URL | DOI ]
@article{AyseArkYelizYolcu-OkurSuleSahin2017, author = {Ayşe Arık and Yeliz Yolcu-Okur and Şule Şahin and Ömür Uğur}, doi = {10.1080/03461238.2017.1328370}, journal = {Scandinavian Actuarial Journal}, keywords = {change of measure, defined benefit pension plan, interest rate risk, mortality risk, pension buy-out, stochastic models}, title = {Pricing Pension Buy-outs under Stochastic Interest and Mortality Rates}, url = {http://www.tandfonline.com/eprint/Cp6BzvrUQmVRgFEInBUw/full}, year = {2017} }
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Pricing Pension Buy-outs under Stochastic Interest and Mortality Rates.
.
Scandinavian Actuarial Journal,
2017.
[ BibTeX | URL | DOI ]
- 2016:
-
On the methods of pricing American options: case study.
.
Annals of Operations Research,
2016.
[ BibTeX | DOI ]
@article{Aydogan2016, author = {Aydoğan, B. and Aksoy, {\"{U}}. and Uğur, {\"{O}}.}, doi = {10.1007/s10479-016-2267-4}, journal = {Annals of Operations Research}, title = {On the methods of pricing American options: case study}, year = {2016} }
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Multiresolution analysis of S&P500 time series.
.
Annals of Operations Research,
2016.
[ BibTeX | URL | DOI ]
@article{Klc2016, author = {Kılı{\c{c}}, Deniz Kenan and Uğur, {\"{O}}m{\"{u}}r}, doi = {10.1007/s10479-016-2215-3}, issn = {0254-5330}, journal = {Annals of Operations Research}, keywords = {analysis,frequency domain analysis,multiresolution,statistical analysis,time series analysis,wavelets}, title = {Multiresolution analysis of S{\&}P500 time series}, url = {http://link.springer.com/10.1007/s10479-016-2215-3}, year = {2016} }
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Preface.
.
Lecture Notes in Computational Science and Engineering,
112, 2016.
[ BibTeX ]
@article{Karasozen2016, author = {Karas{\"{o}}zen, B. and Manguoğlu, M. and Tezer-Sezgin, M. and G{\"{o}}ktepe, S. and Uğur, {\"{O}}.}, isbn = {9783319399270}, journal = {Lecture Notes in Computational Science and Engineering}, title = {Preface}, volume = {112}, year = {2016} }
-
On the methods of pricing American options: case study.
.
Annals of Operations Research,
2016.
[ BibTeX | DOI ]
- 2014:
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On the single name CDS price under structural modeling.
.
Journal of Computational and Applied Mathematics,
259(PART B):406–412, 2014.
[ BibTeX | DOI ]
@article{Gokgoz2014, author = {G{\"{o}}kg{\"{o}}z, İ. H. and Uğur, {\"{O}}. and {Yolcu Okur}, Y.}, doi = {10.1016/j.cam.2013.07.052}, issn = {03770427}, journal = {Journal of Computational and Applied Mathematics}, keywords = {Credit crisis,Credit default swap,Credit derivatives,Credit risk,Structural models}, number = {PART B}, pages = {406--412}, title = {On the single name CDS price under structural modeling}, volume = {259}, year = {2014} }
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Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU.
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Journal of Computational and Applied Mathematics,
259(PART B):327–328, 2014.
[ BibTeX | URL | DOI ]
@article{Akyildiz2014, author = {Akyıldız, Ersan and Gebizlioğlu, {\"{O}}mer L. and Karas{\"{o}}zen, B{\"{u}}lent and Uğur, {\"{O}}m{\"{u}}r and Weber, Gerhard-Wilhelm}, doi = {10.1016/j.cam.2013.10.033}, issn = {03770427}, journal = {Journal of Computational and Applied Mathematics}, number = {PART B}, pages = {327--328}, title = {Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU}, url = {http://www.sciencedirect.com/science/article/pii/S0377042713005773}, volume = {259}, year = {2014} }
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Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique.
.
Journal of Computational and Applied Mathematics,
259(PART B), 2014.
[ BibTeX | DOI ]
@article{Cekic2014, author = {{\c{C}}eki{\c{c}}, A.İ. and Uğur, {\"{O}}.}, doi = {10.1016/j.cam.2013.06.006}, journal = {Journal of Computational and Applied Mathematics}, number = {PART B}, title = {Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique}, volume = {259}, year = {2014} }
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Solution of initial and boundary value problems by the variational iteration method.
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Journal of Computational and Applied Mathematics,
259(PART B):790–797, 2014.
[ BibTeX | URL | DOI ]
@article{Altintan2014, author = {Altıntan, D. and Uğur, {\"{O}}.}, doi = {10.1016/j.cam.2013.07.012}, issn = {03770427}, journal = {Journal of Computational and Applied Mathematics}, keywords = {boundary value problems,initial value problems,variational iteration method}, number = {PART B}, pages = {790--797}, title = {Solution of initial and boundary value problems by the variational iteration method}, url = {http://linkinghub.elsevier.com/retrieve/pii/S0377042713003567}, volume = {259}, year = {2014} }
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On the single name CDS price under structural modeling.
.
Journal of Computational and Applied Mathematics,
259(PART B):406–412, 2014.
[ BibTeX | DOI ]
- 2013:
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Computer simulation and optimization of stirrer hydrodynamics at high reynolds numbers.
.
Nova Publishers, 2013.
[ BibTeX ]
@book{Ugur2013, author = {Uğur, {\"{O}}. and Yapici, K. and Uludaǧ, Y. and Karas{\"{o}}zen, B.}, booktitle = {Computational Fluid Dynamics: Theory, Analysis and Applications}, isbn = {9781612092768}, pages = {493--510}, publisher = {Nova Publishers}, title = {Computer simulation and optimization of stirrer hydrodynamics at high reynolds numbers}, year = {2013} }
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Computer simulation and optimization of stirrer hydrodynamics at high reynolds numbers.
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Nova Publishers, 2013.
[ BibTeX ]
- 2011:
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Generalisation of the Lagrange multipliers for variational iterations applied to systems of differential equations.
.
Mathematical and Computer Modelling,
54(9-10):2040–2050, 2011.
[ BibTeX | DOI ]
@article{Altintan2011, author = {Altıntan, D. and Uğur, {\"{O}}.}, doi = {10.1016/j.mcm.2011.05.013}, issn = {08957177}, journal = {Mathematical and Computer Modelling}, keywords = {Higher-order differential equations,Iterative solutions,Lagrange multipliers,Restricted variations,Systems of differential equations,Variational iteration method}, number = {9-10}, pages = {2040--2050}, title = {Generalisation of the Lagrange multipliers for variational iterations applied to systems of differential equations}, volume = {54}, year = {2011} }
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Generalisation of the Lagrange multipliers for variational iterations applied to systems of differential equations.
.
Mathematical and Computer Modelling,
54(9-10):2040–2050, 2011.
[ BibTeX | DOI ]
- 2009:
-
An Introduction to Computational Finance.
.
Imperial College Press, Series in quantitative finance, 2009.
[ BibTeX | URL ]
@book{u2009introduction, title = {An Introduction to Computational Finance}, author = {Uğur, Ömür}, isbn = {9781848161924}, lccn = {2009288372}, series = {Series in quantitative finance}, url = {http://www.worldscientific.com/worldscibooks/10.1142/p556}, year = {2009}, publisher = {Imperial College Press} }
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Variational iteration method for Sturm–Liouville differential equations.
.
Computers & Mathematics with Applications,
58(2):1–11, 2009.
[ BibTeX | URL | DOI ]
@article{Altintan2009, author = {Altıntan, D. and Uğur, {\"{O}}.}, doi = {10.1016/j.camwa.2009.02.029}, issn = {08981221}, journal = {Computers {\&} Mathematics with Applications}, keywords = {boundary value problems,computing variations,ei-,genvalue problems,la-,sturm-liouville equations,variational iteration method}, number = {2}, pages = {1--11}, title = {Variational iteration method for Sturm–Liouville differential equations}, url = {http://www.sciencedirect.com/science/article/pii/S0898122109002326}, volume = {58}, year = {2009} }
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On optimization, dynamics and uncertainty: A tutorial for gene-environment networks.
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Discrete Applied Mathematics,
157(10):2494–2513, 2009.
[ BibTeX | DOI ]
@article{Weber2009, author = {Weber, G.-W. and Uğur, {\"{O}}. and Taylan, P. and Tezel, A.}, doi = {10.1016/j.dam.2008.06.030}, issn = {0166218X}, journal = {Discrete Applied Mathematics}, keywords = {Chebychev approximation,Computational biology,Conic programming,Continuous,Discrete,Dynamical system,Errors,Generalized semi-infinite programming,Hybrid,Intervals,Matrix,Modeling,Splines,Structural stability,Uncertainty}, number = {10}, pages = {2494--2513}, pmid = {118}, title = {On optimization, dynamics and uncertainty: A tutorial for gene-environment networks}, volume = {157}, year = {2009} }
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An algorithmic approach to analyse genetic networks and biological energy production: An introduction and contribution where or meets biology.
.
Optimization,
58(1), 2009.
[ BibTeX | DOI ]
@article{Ugur2009, author = {Uğur, {\"{O}}. and Pickl, S.W. and Weber, G.-W. and Wunschiers, R.}, doi = {10.1080/02331930701761169}, issn = {02331934}, journal = {Optimization}, number = {1}, title = {An algorithmic approach to analyse genetic networks and biological energy production: An introduction and contribution where or meets biology}, volume = {58}, year = {2009} }
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An Introduction to Computational Finance.
.
Imperial College Press, Series in quantitative finance, 2009.
[ BibTeX | URL ]
- 2008:
-
Derivative free optimization methods for optimizing stirrer configurations.
.
European Journal of Operational Research,
191(3):855–863, 2008.
[ BibTeX | DOI ]
@article{Ugur2008, author = {Uğur, {\"{O}}. and Karas{\"{o}}zen, B. and Sch{\"{a}}fer, M. and Yapici, K.}, doi = {10.1016/j.ejor.2007.01.058}, issn = {03772217}, journal = {European Journal of Operational Research}, keywords = {Computational fluid dynamics,Derivative-free optimization,Energy,Numerical optimization,Parallel computing}, number = {3}, pages = {855--863}, title = {Derivative free optimization methods for optimizing stirrer configurations}, volume = {191}, year = {2008} }
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Derivative free optimization methods for optimizing stirrer configurations.
.
European Journal of Operational Research,
191(3):855–863, 2008.
[ BibTeX | DOI ]
- 2007:
-
Mathematical and data mining contributions to dynamics and optimization of gene-environment networks.
.
Electronic Journal of Theoretical Physics,
4(16 PART 2), 2007.
[ BibTeX ]
@article{Weber2007, author = {Weber, G.-W. and Taylan, P. and Akteke-{\"{O}}zt{\"{u}}rk, B. and Uğur, {\"{O}}.}, isbn = {9781616680374}, journal = {Electronic Journal of Theoretical Physics}, number = {16 PART 2}, title = {Mathematical and data mining contributions to dynamics and optimization of gene-environment networks}, volume = {4}, year = {2007} }
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Optimization and dynamics of gene-environment networks with intervals.
.
Journal of Industrial and Management Optimization,
3(2), 2007.
[ BibTeX ]
@article{Ugur2007, author = {Uğur, {\"{O}}. and Weber, G.-W.}, journal = {Journal of Industrial and Management Optimization}, number = {2}, title = {Optimization and dynamics of gene-environment networks with intervals}, volume = {3}, year = {2007} }
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Mathematical and data mining contributions to dynamics and optimization of gene-environment networks.
.
Electronic Journal of Theoretical Physics,
4(16 PART 2), 2007.
[ BibTeX ]
- 2006:
-
The Sturm-Liouville operator on the space of functions with discontinuity conditions.
.
Computers and Mathematics with Applications,
51(6-7), 2006.
[ BibTeX | DOI ]
@article{Ugur2006, author = {Uğur, {\"{O}}. and Akhmet, M.U.}, doi = {10.1016/j.camwa.2005.11.034}, journal = {Computers and Mathematics with Applications}, number = {6-7}, title = {The Sturm-Liouville operator on the space of functions with discontinuity conditions}, volume = {51}, year = {2006} }
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Boundary value problems for higher order linear impulsive differential equations.
.
Journal of Mathematical Analysis and Applications,
319(1):139–156, 2006.
[ BibTeX | DOI ]
@article{Ugur2006a, author = {Uğur, {\"{O}}. and Akhmet, M.U.}, doi = {10.1016/j.jmaa.2005.12.077}, issn = {0022247X}, journal = {Journal of Mathematical Analysis and Applications}, keywords = {boundary value problems,eigenvalue problems,green,impulsive differential equations,s function}, number = {1}, pages = {139--156}, title = {Boundary value problems for higher order linear impulsive differential equations}, volume = {319}, year = {2006} }
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The Sturm-Liouville operator on the space of functions with discontinuity conditions.
.
Computers and Mathematics with Applications,
51(6-7), 2006.
[ BibTeX | DOI ]
- 2005:
-
Numerical method for optimizing stirrer configurations.
.
Computers and Chemical Engineering,
30(2):183–190, 2005.
[ BibTeX | DOI ]
@article{Schafer2005, author = {Sch{\"{a}}fer, M. and Karas{\"{o}}zen, B. and Uludaǧ, Y. and Yapici, K. and Uğur, {\"{O}}.}, doi = {10.1016/j.compchemeng.2005.08.016}, issn = {00981354}, journal = {Computers and Chemical Engineering}, keywords = {Computational fluid dynamics,Derivative-free optimisation,Numerical optimisation,Parallel computing,Stirrer}, number = {2}, pages = {183--190}, title = {Numerical method for optimizing stirrer configurations}, volume = {30}, year = {2005} }
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Numerical method for optimizing stirrer configurations.
.
Computers and Chemical Engineering,
30(2):183–190, 2005.
[ BibTeX | DOI ]
- 2002:
-
An eigenfunction expansion for the Schrödinger equation with arbitrary non-central potentials.
.
Journal of Mathematical Chemistry,
32(4):323–338, 2002.
[ BibTeX | DOI ]
@article{Taseli2002, author = {Taşeli, H. and Erhan, İnci M. and Uğur, {\"{O}}.}, doi = {10.1023/A:1022949421571}, issn = {02599791}, journal = {Journal of Mathematical Chemistry}, keywords = {Eigenfunction expansion,Eigenvalue problems,Two-dimensional Schr??dinger equation}, number = {4}, pages = {323--338}, title = {An eigenfunction expansion for the Schr{\"{o}}dinger equation with arbitrary non-central potentials}, volume = {32}, year = {2002} }
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An eigenfunction expansion for the Schrödinger equation with arbitrary non-central potentials.
.
Journal of Mathematical Chemistry,
32(4):323–338, 2002.
[ BibTeX | DOI ]