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Altay, Sühan
 
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Own Publications Eigene Publikationen

Results 1-20 of 24 (Search time: 0.008 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Altay, Sühan ; Colaneri, Katia ; Eksi, Zehra Optimal Converge Trading with Unobservable Pricing ErrorsArtikel Article 2020
2Altay, Sühan Interest Rate Modeling and Optimal Trading Portfolios with Dependence and Partial InformationPräsentation Presentation2019
3Altay, Sühan ; Colaneri, Katia ; Eksi, Zehra Portfolio optimization for a large investor controlling market sentiment under partial informationArtikel Article 2019
4Altay Suehan - 2018 - Interest rate modeling and optimal trading portfolios with...pdf.jpgAltay, Sühan Interest rate modeling and optimal trading portfolios with dependence and partial informationThesis Hochschulschrift 2018
5ALTAY, SÜHAN ; COLANERI, KATIA ; EKSI, ZEHRA Pairs Trading under Drift Uncertainty and Risk PenalizationArtikel Article2018
6Altay, Sühan "A Joint Term Structure Model for Credit and Interest Rate Risk with Flexible Correlation StructurPräsentation Presentation2017
7Altay, Sühan Portfolio optimization for a large investor: an intensity-based control framework for a pure-jump model under partial informationPräsentation Presentation2017
8Altay, Sühan Yield Curve Scenario Generation with Independent Component AnalysisPräsentation Presentation2017
9Altay, Sühan On the applications of term structure models with multivariate Jacobi processesPräsentation Presentation2016
10Altay, Sühan ; Eksi, Zehra Optimal investment problems for pairs tradingPräsentation Presentation2016
11Altay, Sühan Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
12Altay, Sühan Stein-Chen approximation and error bounds for the sum of path-dependent indicators of stochastic processesPräsentation Presentation2016
13Altay, Sühan Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
14Altay, Sühan Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2015
15Altay, Sühan Yield Curve Scenario Generation with Independent Component AnalysisPräsentation Presentation2013
16Altay, Sühan Digital double barrier options: Several barrier periods and structure floorsPräsentation Presentation2013
17ALTAY, SÜHAN ; GERHOLD, STEFAN ; HAIDINGER, RAINER ; HIRHAGER, KARIN Digital Double Barrier Options: Several Barrier Periods and Structure FloorsArtikel Article2013
18Altay, Sühan Digital Double Barrier Options: Several Barrier Periods and Structure FloorsPräsentation Presentation2012
19Altay, Sühan Dependence in the Term Structure of Interest Rates and Credit SpreadsPräsentation Presentation2010
20Altay, Sühan Long-Horizon Yield Curve GenerationPräsentation Presentation2010