Aydoğan, Burcu

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Profile URL
https://hdl.handle.net/20.500.14411/7811
Name Variants
A., Burcu
B.,Aydogan
A.,Burcu
B., Aydogan
B.,Aydoğan
Aydogan,B.
Aydogan, Burcu
Aydoğan, Burcu
Burcu, Aydoğan
Burcu, Aydogan
Aydoğan,B.
Job Title
Araştırma Görevlisi
Email Address
burcu.aydogan@atilim.edu.tr
Main Affiliation
Mathematics
Status
Former Staff
Website
ORCID ID
Scopus Author ID
Turkish CoHE Profile ID
Google Scholar ID
WoS Researcher ID

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Scholarly Output

3

Articles

1

Views / Downloads

4/0

Supervised MSc Theses

1

Supervised PhD Theses

0

WoS Citation Count

3

Scopus Citation Count

3

WoS h-index

1

Scopus h-index

1

Patents

0

Projects

0

WoS Citations per Publication

1.00

Scopus Citations per Publication

1.00

Open Access Source

1

Supervised Theses

1

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55th Meeting of EURO-Working-Group on Commodities and Ficial Modelling (EWGCFM) -- MAY 14-16, 2015 -- METU, Ankara, TURKEY1
Computational Economics1
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Subject: Bounds

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    Conference Object
    Citation - WoS: 1
    Citation - Scopus: 1
    On the Methods of Pricing American Options: Case Study
    (Springer, 2018) Aydogan, Burcu; Aksoy, Umit; Ugur, Omur
    In this study, a comparative analysis of numerical and approximation methods for pricing American options is performed. Binomial and finite difference approximations are discussed; furthermore, Roll-Geske-Whaley, Barone-Adesi and Whaley and Bjerksund-Stensland analytical approximations as well as the least-squares Monte Carlo method of Longstaff and Schwartz are presented. Applicability and efficiency in almost all circumstances, numerical solutions of the corresponding free boundary problem is emphasized. Methods used in pricing American options are also compared on dividend and non-dividend paying assets; and their pros and cons are discussed along with numerical experiments.