Concepedia

Özgür Kaya

ÖK

Statistics

Publications

4

Citations

656

H-Index

4

Active since

2004

Affiliations

Columbia University(Current)

Lehman College

Özgür Kaya is an author at Columbia University specializing in finance, option pricing, and financial economics.

Publications per year

2004–2007

4

Publications

4

Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes

Mark Broadie, Özgür Kaya · Operations Research · 2006 · 536 citations

, , +17

A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings

Mark Broadie, Özgür Kaya · Journal of Financial and Quantitative Analysis · 2007 · 62 citations

, , +17

Exact simulation of option greeks under stochastic volatility and jump diffusion models

Mark Broadie, Özgür Kaya · Winter Simulation Conference · 2004 · 33 citations

, , +16

Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models

Mark Broadie, Özgür Kaya · Proceedings of the 2004 Winter Simulation Conference, 2004. · 2005 · 25 citations

, , +16

1–4 of 4