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Genel Hatları ile Safevî Tarih Yazımı, Müellifleri ve Eserleri

AYDOĞMUŞOĞLU C.

Prof. Dr. Mustafa Turan Armağanı, UZMAN NASRULLAH, Editör, Ihlamur Akademi, İstanbul, ss.157-175, 2026

Safevîler

AYDOĞMUŞOĞLU C.

İslâm'ın Tarihi, YILMAZ HARUN, Editör, Ketebe Yayınları, İstanbul, ss.375-390, 2025

Kamusal Alanın Tarihsel Serüveninde Haber Medyasının Rolü ve Dijital Çağda İdeal Kamusal Arayışı

SAÇ H.

Kamusallığı Yeniden Düşünmek: Bilgi, Kent ve Beden Üzerine Eleştirel Okumalar, KUBİLAY KAMİLOĞLU ÇAĞLA, PELİVAN MEHMET, Editör, Ütopya Yayınevi, Ankara, ss.60-87, 2026

Aççana Höyük, Eski Alalakh Kenti Kazısı 2024 Yılı Çalışmaları

AKAR M., BULU AKAR M., Ingman T.

45. Uluslararası Kazı, Araştırma ve Arkeometri Sempozyumu, 45. Kazı Sonuçları Toplantısı, Mersin, Türkiye, 26 - 30 Mayıs 2025, cilt.3, ss.313-324, (Tam Metin Bildiri)

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Phosphorus-nitrogen compounds. Part 86. Comparative synthesis of dispiromono and dispirobicyclotetraphosphazenes: Spectral, crystallographic and thermal properties, antimicrobial, antituberculosis and DNA-cleavage activities, antiproliferative effects and 3D tumor modeling studies with cancer stem cells

ELMAS G., OKUMUŞ A., Tayhan S. E., BİNİCİ A., Arslantürk A., AÇIK L., et al.

Journal of Molecular Structure , cilt.1373, 2026 (SCI-Expanded, Scopus) Link

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)

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)

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)

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)

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) Link

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) Link

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) Link

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) Link

Hidrojen Sağlığı İyileştirir

Aker M. N.

Hidrojenle Yaşam, Prof. Dr. Duried Alwazeer, Editör, Entek Agency, İstanbul, ss.50-69, 2026

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

Benth F. E., Deelstra G., Kozpınar S.

Stochastics , 2025 (SCI-Expanded, Scopus) Link

Moving toward positron emission tomography–determined phenotyping of coronary microvascular dysfunction?

Schindler T. H., ÖZKAN E.

Journal of Nuclear Cardiology , cilt.58, 2026 (SCI-Expanded, Scopus) Link

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)

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)

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)

Model Order Reduction for Parametrized Option Pricing Models

KOZPINAR S., UZUNCA M., KARASÖZEN B.

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