Aksoy, Ümit

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U., Aksoy
A., Umit
Ü., Aksoy
Aksoy,U.
Aksoy,Umit
Aksoy, Umit
Umit, Aksoy
U.,Aksoy
Ü.,Aksoy
Ümit Aksoy
A.,Umit
Aksoy U.
Aksoy, Ümit
Aksoy,Ü.
Ümit, Aksoy
A., Ümit
A.,Ümit
Aksoy, U.
Aksoy, Ue.
Aksoy, Ue
Job Title
Profesör Doktor
Email Address
umit.aksoy@atilim.edu.tr
ORCID ID
Scopus Author ID
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Google Scholar ID
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Scholarly Output

34

Articles

27

Citation Count

445

Supervised Theses

2

Scholarly Output Search Results

Now showing 1 - 10 of 34
  • Article
    Citation Count: 7
    Norm estimates of a class of Calderon-Zygmund type strongly singular integral operators
    (Taylor & Francis Ltd, 2007) Aksoy, Ümit; Celebi, A. O.; Mathematics
    In this article, we prove the L-p boundedness of a class of Calderon - Zygmund type strongly singular operators. In particular, we give an estimate for the L-2 norm of these operators in the unit disc of the complex plane.
  • Article
    Citation Count: 14
    Neumann problem for generalized n-Poisson equation
    (Academic Press inc Elsevier Science, 2009) Aksoy, Ümit; Celebi, A. O.; Mathematics
    Using a hierarchy of integral operators having higher-order Neumann functions and their derivatives as kernels, the Neumann problem for a 2nth order linear partial complex differential equation is discussed. The solvability of the problem is obtained. (C) 2009 Elsevier Inc. All rights reserved.
  • Article
    Citation Count: 23
    Meir-Keeler Type Contractions on Modular Metric Spaces
    (Univ Nis, Fac Sci Math, 2018) Aksoy, Ümit; Karapinar, Erdal; Erhan, İnci; Karapınar, Erdal; Mathematics
    In this paper we introduce contraction mappings of Meir-Keeler types on modular metric spaces and investigate the existence and uniqueness of their fixed points. We give an example which demonstrates our theoretical results.
  • Article
    Citation Count: 8
    AV Bitsadze's observation on bianalytic functions and the Schwarz problem
    (Taylor & Francis Ltd, 2019) Aksoy, Ümit; Begehr, Heinrich; Celebi, A. Okay; Mathematics
    According to an observation of A.V. Bitsadze from 1948 the Dirichlet problem for bianalytic functions is ill-posed. A natural boundary condition for the polyanalytic operator, however, is the Schwarz condition. An integral representation for the solutions in the unit disc to the inhomogeneous polyanalytic equation satisfying Schwarz boundary conditions is known. This representation is extended here to any simply connected plane domain having a harmonic Green function. Some other boundary value problems are investigated with some Dirichlet and Neumann conditions illuminating that just the Schwarz problem is a natural boundary condition for the Bitsadze operator.
  • Editorial
    Citation Count: 0
    Special Issue: In honour of Professor A. Okay Celebi on the occasion of his 70th birthday Preface
    (Taylor & Francis Ltd, 2013) Aksoy, Ümit; Mathematics
    [No Abstract Available]
  • Article
    Citation Count: 3
    Polyharmonic Robin problem for complex linear partial differential equations
    (Taylor & Francis Ltd, 2014) Aksoy, Ümit; Celebi, A. O.; Mathematics
    In this article, generalized polyharmonic Robin functions are introduced together with some of their properties. A hierarchy of integral operators with relevant kernel functions are investigated. These operators are used to transform the Robin problem for a 2nth order linear partial complex differential equation with polyharmonic leading term (generalized n-Poisson equation) into a singular integral equation having Fredholm property.
  • Article
    Citation Count: 154
    On the solution of a boundary value problem associated with a fractional differential equation
    (Wiley, 2020) Sevinik Adıgüzel, Rezan; Aksoy, Ümit; Karapinar, Erdal; Erhan, İnci; Karapınar, Erdal; Mathematics
    The problem of the existence and uniqueness of solutions of boundary value problems (BVPs) for a nonlinear fractional differential equation of order 2
  • Article
    Citation Count: 12
    Schwarz problem for higher-order complex elliptic partial differential equations
    (Taylor & Francis Ltd, 2008) Aksoy, Ümit; Celebi, A. O.; Mathematics
    In this paper, we investigate the solvability of a higher order elliptic differential equation with the Schwarz conditions on the unit disc of the complex plane.
  • Master Thesis
    Amerikan opsiyonlarının hesaplamalı yöntemlerle fiyatlandırılması
    (2014) Aksoy, Ümit; Aydoğan, Burcu; Aksoy, Ümit; Uğur, Ömür; Mathematics
    Finansal matematikte, opsiyon fiyatlama finansal teori ve matematiksel olarak düşünüldüğünde, çok popüler bir problemdir. Opsiyon fiyatlama teorisinde, Amerikan opsiyonlarının fiyatlandırılması en önemli problemlerden biridir. Amerikan opsiyonları, finansal piyasalarda en çok işlem gören opsiyon türüdür. Son zamanlardaki birçok gelişmeye rağmen, Amerikan opsiyon fiyatlandırması hala en zor problemlerden biri olarak kalmaya devam etmektedir. Amerikan opsiyonlarının kapalı analitik çözümleri yoktur, bu sebeple bu problemle uğraşmanın en yaygın yollarından biri sayısal ve yaklaşım teknikleri geliştirmektir. Bu tezde, Amerikan opsiyonlarını fiyatlandırmak için hesaplamalı metotlardan; binom, sonlu fark ve yaklaşım metotları analiz edilmiştir. İlk olarak, uygulaması çok kolay olan ve varlık fiyatlarının geometrik Brownian hareketinden geldiğini varsayan binom yaklaşımı ele alınmıştır. Daha sonra, Amerikan opsiyonları için Black-Scholes kısmi diferansiyel denklemine dayanarak serbest sınır değer problemi verilmiştir. Bu problemi çözmek için PSOR metodu kullanılmıştır. Amerikan opsiyonlarının kapalı çözümleri olmamasına rağmen, opsiyonun değerine çok yaklaşan bazı analitik yaklaşım metotları üzerinde çalışılmıştır. Her bir metodun uygulamaları yapılmıştır ve çözümler karşılaştırılmıştır.
  • Conference Object
    Citation Count: 1
    On the methods of pricing American options: case study
    (Springer, 2018) Aksoy, Ümit; Aksoy, Umit; Aydoğan, Burcu; Mathematics
    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.