Fehmi Özkan
Finance · 2003
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom Fehmi Özkan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Fehmi Özkan overall
Papers from Fehmi Özkan's perspective
Ordered by how strongly the researchers Fehmi Özkan trusts endorse each paper. Same corpus, a different order for every researcher.
- Martingale Methods in Financial Modelling
- Credit Risk Modelling and Credit Derivatives
- Credit Risk: Modeling, Valuation And Hedging
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Lévy processes : theory and applications
- Application of Generalized Hyperbolic Lévy Motions to Finance
- Arbitrage Theory in Continuous Time
- Multiple Ratings Model of Defaultable Term Structure
- Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
- Analyzing rating transitions and rating drift with continuous observations
Their papers
- The Defaultable Lévy Term Structure: Ratings and Restructuring (2003) — 72 citations