ceren vardar acar
ceren vardar acar
Potvrđena adresa e-pošte na metu.edu.tr
Naslov
Citirano
Citirano
Godina
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
F Yerlikaya-Özkurt, C Vardar-Acar, Y Yolcu-Okur, GW Weber
Journal of Computational and Applied Mathematics 259, 843-850, 2014
152014
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift
C Vardar-Acar, CL Zirbel, GJ Székely
Journal of Computational and Applied Mathematics 248, 61-75, 2013
132013
RESULTS ON THE SUPREMUM OF FRACTIONAL BROWNIAN MOTION
C Vardar
Hacettepe Journal of Mathematics and Statistics 40 (2), 255 – 264, 2011
112011
The scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends
F Avram, D Grahovac, C Vardar-Acar
arXiv preprint arXiv:1706.06841, 2017
102017
Distribution of maximum loss of fractional Brownian motion with drift
M Caglar, C Vardar-Acar
Statistics & Probability Letters 83 (12), 2729-2734, 2013
82013
Anatomy of correlational magnitude transformations in latency and discretization contexts in Monte-Carlo studies
H Demirtas, C Vardar-Acar
Monte-Carlo Simulation-Based Statistical Modeling, 59-84, 2017
62017
The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
DGCVA Florin Avram
Risks 7 (1), 2019
42019
Bounds on the expected value of maximum loss of fractional Brownian motion
C Vardar-Acar, H Bulut
Statistics & Probability Letters 104, 117-122, 2015
42015
Distribution of maximum loss for fractional Brownian motion
M Caglar, C Vardar
arXiv preprint arXiv:1208.2527, 2012
32012
Feasibility study of heavy oil field
MV Kok, C Acar
Energy Sources, Part A: Recovery, Utilization, and Environmental Effects 30 …, 2007
32007
Path Decomposition of Spectrally Negative Lévy Processes
C Vardar-Acar, M Caglar
arXiv preprint arXiv:1801.06426, 2018
12018
Maximum loss and maximum gain of spectrally negative Lévy processes
C Vardar-Acar, M Çağlar
Extremes 20 (2), 301-308, 2017
12017
Ceren Vardar Acar
C Vardar Acar
2020
An optimal stopping problem for spectrally negative Markov additive processes
M Caglar, AE Kyprianou, C Vardar-Acar
arXiv preprint arXiv:1912.10134, 2019
2019
THE W, Z SCALE FUNCTIONS KIT FOR FIRST PASSAGE PROBLEMS OF SPECTRALLY NEGATIVE LÉVY PROCESSES, AND APPLICATIONS TO CONTROL PROBLEMS
F AVRAM, D GRAHOVAC, C VARDAR-ACAR
2019
Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes
C Vardar-Acar, M Caglar, F Avram
arXiv preprint arXiv:1910.08297, 2019
2019
Accuracy of two different voxel sizes for presurgical evaluation of mandibular osteotomy.
VAC Bozkurt P , Kurt MH , Kolsuz ME , Orhan K , Cömert A
Journal of Stomatology, Oral and Maxillofacial Surgery, DOI:10.1016/j.jormas …, 2019
2019
A Generalized Correlated Random Walk Converging to Fractional Brownian Motion
B Coskun, C Vardar-Acar, H Demirtas
arXiv preprint arXiv:1903.05424, 2019
2019
Duration of maximum drawdown in oil prices
M SALCI-BILICI
MIDDLE EAST TECHNICAL UNIVERSITY, 2018
2018
A GENERALIZED CORRELATED RANDOM WALK APPROXIMATION TO FRACTIONAL BROWNIAN MOTION
BCO SKUN
MIDDLE EAST TECHNICAL UNIVERSITY, 2018
2018
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