INSTITUTE OF APPLIED MATHEMATICS
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Affiliation: Middle East Technical University
Office: S207
Phone: +90 (312) 210-5609
E-Mail: ybilgi\( @ \)metu.edu.tr
Website: http://users.metu.edu.tr/ybilgi/

  • 2014:
    1. Computation of Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus. B. Yılmaz. Master's thesis, Middle East Technical University, 2014. BibTeX ]
      @mastersthesis{Yilmaz2014,
        author        = {Bilgi Yılmaz},
        title         = {Computation of Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus},
        school        = {Middle East Technical University},
        year          = {2014},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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