Ö. Kaya

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Ö. Kaya trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paul Glasserman
  2. Makoto Matsumoto
  3. Suresh Sundaresan
  4. Jun Pan

Who trusts Ö. Kaya overall

  1. R. Lord
  2. Christian Kahl
  3. Martino Grasselli
  4. M. Ben Alaya
  5. Lixin Wu
  6. Bin Chen
  7. Steffen Dereich
  8. Damiano Brigo
  9. Ahmed Kebaier
  10. Peter J̈ackel

Papers from Ö. Kaya's perspective

Ordered by how strongly the researchers Ö. Kaya trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Theory for the Term Structure of Interest Rates
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Monte Carlo Methods in Financial Engineering
  4. The Impact of Jumps in Volatility and Returns
  5. Model Specification and Risk Premia: Evidence from Futures Options
  6. Debt Valuation, Renegotiation, and Optimal Dividend Policy
  7. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
  8. Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order
  9. Continuous Univariate Distributions.
  10. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)

Their papers