Dr. Öğr. Üyesi SİNEM KOZPINAR

Yayın Ağı

Makaleler 6

1. Pricing energy quanto options: a regime-switching framework with stochastic interest rates

Benth F. E., Deelstra G., Kozpınar S.

Stochastics , 2025 (SCI-Expanded, Scopus)

2. Reduced-Order modeling for Heston stochastic volatility model

Kozpınar S., Uzunca M., Karasözen B.

Hacettepe Journal of Mathematics and Statistics , cilt.53, sa.6, ss.1515-1528, 2024 (SCI-Expanded, Scopus, TRDizin)

3. Pricing energy quanto options in the framework of Markov-modulated additive processes

Benth F. E., Deelstra G., Kozplnar A. S.

IMA Journal of Management Mathematics , cilt.34, sa.1, ss.187-220, 2023 (SCI-Expanded, SSCI, Scopus)

4. A Brief Look at OU, Vasicek, CIR and Hull-White Models Through Their Actuarial Applications

KOZPINAR S.

FISCAOECONOMIA , cilt.5, sa.2, ss.37-49, 2021 (Hakemli Dergi)

5. Pricing European and American options under Heston model using discontinuous Galerkin finite elements

KOZPINAR S., Uzunca M., Karasözen B.

Mathematics and Computers in Simulation , cilt.177, ss.568-587, 2020 (SCI-Expanded, Scopus)

6. Spread and basket option pricing in a Markov-modulated Lévy framework with synchronous jumps

Deelstra G., KOZPINAR S., Simon M.

Applied Stochastic Models in Business and Industry , cilt.34, sa.6, ss.782-802, 2018 (SCI-Expanded, Scopus)

Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 12

1. Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates

KOZPINAR S., BENTH F. E., DEELSTRA G.

5th Ankara-Istanbul Stochastic Days, İstanbul, Türkiye, 12 Haziran 2025, (Özet Bildiri)

2. Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates.

KOZPINAR S., BENTH F. E., DEELSTRA G.

4th International Conference on Computational Finance (ICCF), Wuppertal, Almanya, 6 - 10 Haziran 2022, (Özet Bildiri)

3. Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates

BENTH F. E., DEELSTRA G., KOZPINAR S.

United As One: 24th International Congress on Insurance: Mathematics and Economics (IME), 05 Temmuz 2021, (Özet Bildiri)

4. Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates

BENTH F. E., DEELSTRA G., KOZPINAR S.

The 19thConference of the Applied Stochastic Models and Data Analysis InternationalSociety (ASMDA2021) and Demographics2021 Workshop, 01 Haziran 2021, (Özet Bildiri)

5. Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes

BENTH F. E., DEELSTRA G., KOZPINAR S.

6th StochasticModeling Techniques and Data Analysis International Conference, 02 Haziran 2020, (Özet Bildiri)

6. Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes

BENTH F. E., DEELSTRA G., KOZPINAR S.

OnlineInternational Conference in Actuarial Science, Data Science and Finance (OICA), 28 Nisan 2020, (Özet Bildiri)

7. Pricing Basket and Spread Options under a Markov-Modulated Lévy Framework with Synchronous Jumps

KOZPINAR S., DEELSTRA G., SIMON M.

Actuarial and Financial Mathematics Conference: Interplay between Finance andInsurance: Brussels, 08 Şubat 2018, (Özet Bildiri)

8. Markov-modulated Spread Option Pricing

KOZPINAR S., YOLCU OKUR Y., Eksi-Altay z.

8th General AMaMeF Conference: Amsterdam, 19 - 23 Haziran 2017, (Özet Bildiri)

9. Model Order Reduction for Parametrized Option Pricing Models

KOZPINAR S., UZUNCA M., KARASÖZEN B.

Reduced Basis Summer School: Hedersleben, 04 Ekim 2016, (Özet Bildiri)

10. Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements

YOLCU OKUR Y., KOZPINAR SARI S., UZUNCA M., KARASÖZEN B.

Vienna Congress on Mathematical Finance, 12 - 14 Eylül 2016, (Özet Bildiri)

11. Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier

YOLCU OKUR Y., KOZPINAR SARI S., UĞUR Ö., EVCİN C.

Vienna Congress on Mathematical Finance-VCMF 2016, 12 - 14 Eylül 2016, (Özet Bildiri)

12. Pricing Stochastic Barrier Options in Presence of Jumps

KOZPINAR S., TEKİN Ö., YOLCU OKUR Y., UĞUR Ö.

55th Meeting of the EWGCFM: Ankara, 14 Mayıs 2015, (Özet Bildiri)

Metrikler

Dr. Öğr. Üyesi SİNEM KOZPINAR

Yayınlar & Eserler

1. Pricing energy quanto options: a regime-switching framework with stochastic interest rates

2. Reduced-Order modeling for Heston stochastic volatility model

3. Pricing energy quanto options in the framework of Markov-modulated additive processes

4. A Brief Look at OU, Vasicek, CIR and Hull-White Models Through Their Actuarial Applications

5. Pricing European and American options under Heston model using discontinuous Galerkin finite elements

6. Spread and basket option pricing in a Markov-modulated Lévy framework with synchronous jumps

1. Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates

2. Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates.

3. Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates

4. Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates

5. Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes

6. Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes

7. Pricing Basket and Spread Options under a Markov-Modulated Lévy Framework with Synchronous Jumps

8. Markov-modulated Spread Option Pricing

9. Model Order Reduction for Parametrized Option Pricing Models

10. Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements

11. Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier

12. Pricing Stochastic Barrier Options in Presence of Jumps

Yayın

Yayın (WoS)

Yayın (Scopus)

Atıf (Scopus)

H-İndeks (Scopus)

Proje