ahmet goncu
ahmet goncu
Xian Jiaotong Liverpool University / Affiliation: Bogazici University Center for Economics and
Verified email at xjtlu.edu.cn - Homepage
Title
Cited by
Cited by
Year
Pricing temperature‐based weather derivatives in China
A Göncü
The Journal of Risk Finance, 2012
302012
Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?
G Ökten, A Göncü
Mathematical and Computer Modelling 53 (5-6), 1268-1281, 2011
252011
Statistical arbitrage with pairs trading
A Göncü, E Akyıldırım
International Review of Finance 16 (2), 307-319, 2016
202016
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
G Ökten, E Salta, A Göncü
Mathematical and Computer Modelling 47 (3-4), 484-494, 2008
172008
A stochastic model for commodity pairs trading
A Göncü, E Akyildirim
Quantitative Finance 16 (12), 1843-1857, 2016
132016
Statistical Arbitrage in the Black-Scholes Framework
A Goncu
Quantitative Finance, 0
13*
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange
A Goncu, AK Akgul, O Imamoğlu, M Tiryakioğlu, M Tiryakioğlu
Applied Financial Economics 22 (9), 723-732, 2012
122012
Momentum and reversal strategies in Chinese commodity futures markets
Y Yang, A Göncü, AA Pantelous
International Review of Financial Analysis 60, 177-196, 2018
112018
Forecasting daily residential natural gas Consumption: A dynamic temperature modelling approach
A Goncu, MO Karahan, TU Kuzubas
Bogazici University, Department of Economics, 2013
92013
Pricing temperature-based weather contracts: an application to China
A Goncu
Applied Economics Letters 18 (14), 1349-1354, 2011
92011
Modeling and pricing precipitation-based weather derivatives
A Goncu
Financ Math Appl 1 (1), 9-18, 2011
92011
Pairs trading with commodity futures: evidence from the Chinese market
Y Yang, A Goncu, A Pantelous
China Finance Review International, 2017
82017
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
A Göncü, MO Karahan, TU Kuzubaş
The North American Journal of Economics and Finance 36, 69-83, 2016
82016
Fitting the Heston Stochastic Volatility Model to Chinese Stocks
A Goncu, H Yang
International Finance and Banking 1 (1), 74-85, 2014
62014
Monte Carlo and quasi-Monte Carlo methods in financial derivative pricing
A Göncü
62009
Estimating sensitivities of temperature-based weather derivatives
W Yuan, A Göncü, G Ökten
Applied Economics 47 (19), 1942-1955, 2015
52015
Uniform point sets and the collision test
A Göncü, G Ökten
Journal of Computational and Applied Mathematics 259, 798-804, 2014
52014
Fitting the variance-gamma model: A goodness-of-fit check for emerging markets
A Göncü, M Oguz Karahan, T Umut Kuzubas
Bogazici Journal of Economics and Administrative Sciences 27 (2), 1-10, 2013
42013
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns
A Göncü, H Yang
The North American Journal of Economics and Finance 36, 279-292, 2016
32016
Uncertainty and robustness in weather derivative models
A Göncü, Y Liu, G Ökten, MY Hussaini
Monte Carlo and Quasi-Monte Carlo Methods, 351-365, 2016
32016
The system can't perform the operation now. Try again later.
Articles 1–20