Dervis Bayazit

Available identifiers

zbMath Open bayazit.dervisMaRDI QIDQ389517

List of research outcomes

Publication	Date of Publication	Type
Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes	2014-02-20	Paper
On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities	2014-01-21	Paper
An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options	2012-06-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Dervis Bayazit