Alper A. Hekimoglu

According to our database, Alper A. Hekimoglu authored at least 3 papers between 2022 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Statistical arbitrage: factor investing approach.

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy

OR Spectr., December, 2023

Extending the Merton model with applications to credit value adjustment.

Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi

Ann. Oper. Res., July, 2023

2022

Default and prepayment options pricing and default probability valuation under VG model.

Bilgi Yilmaz, Alper A. Hekimoglu, A. Sevtap Selcuk-Kestel

J. Comput. Appl. Math., 2022