Ceren Vardar Acar

E-mail

cvardar@metu.edu.tr

Department

Department of Statistics

ORCID

0000-0001-9433-5888

Scopus Author ID

55616872200

Web of Science Researcher ID

AAZ-6544-2020

Stopping Levels for a spectrally negative Markov Additive process Çağlar, Mine; Vardar Acar, Ceren (2023-12-01) The optimal stopping problem for pricingRussian options in financerequires takingthesupremumof the discounted reward function overall finitestoppingtimes. Weassumethelogarithmof theasset priceisaspectrally negativeMarkov ...
An optimal stopping problem for spectrally negative Markov additive processes Çağlar, Mine; Kyprianou, Andreas; Vardar Acar, Ceren (2021-07-01) Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative Lévy process as well as of a one-dimensional diffusion; see e.g. Kyprianou and Ott (2014); Ott (2014); Ott (...
Analysis of Confidence Levels and Application Success Rates in Simulator-Based Dental Anesthesia Education Among Undergraduate Dental Students Vural, Çağıl; Bozkurt, Poyzan; Vardar Acar, Ceren; Üçok, Cahit (2021-06-01) Purpose: We investigated the confidence levels of undergraduate dental students who used dental anesthesia simulators and patient reports of undergraduate dental students' confidence levels in delivering anesthesia injecti...
A study on the discretization of fractional Brownian motion Coşkun, Buket; Vardar Acar, Ceren; Demirtaş, Hakan (2020-12-01) In this study, we first discretize the fractional Brownian motion in time and observe multivariate Gaussian random variables (mGrv) to have a fractional Gaussian noise (fGn). Afterwards, we have discretized this discrete t...
Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes Vardar Acar, Ceren; Avram, Florin (Springer Science and Business Media LLC, 2020-06-06) Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T. As a resul...
An Improved Textbook Rule on the Mean-Median Inequality for Discrete Data Vardar Acar, Ceren (2020-04-01) Objective: Many introductory statistics books cover the mean-median inequality, which states that if the skewness value is positive/negative, the mean is greater/less than the median. However, this textbook rule is often v...
Accuracy of two different voxel sizes for presurgical evaluation of mandibular osteotomy Bozkurt, P.; Kurt, M.H.; Kolsuz, M.E.; Orhan, K.; Cömert, A.; Vardar Acar, Ceren (2020-04-01) The aim of this study was to compare the accuracy of two different voxel resolutions for the preoperative assessment of mandibular osteotomies. The study was conducted on 37 dry adult human mandibles. To obtain measurement...
The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to control problems Avram, Florin; Grahovac, Danijel; Vardar Acar, Ceren (EDP Sciences, 2019-11-01) In the last years there appeared a great variety of identities for first passage problems of spectrally negative Levy processes, which can all be expressed in terms of two "q-harmonic functions" (or scale functions)WandZ. ...
A Generalized Coşkun, Buket; Demirtas, Hakan; Vardar Acar, Ceren (null; 2019-09-23)
The W,Z/nu,delta Paradigm for the First Passage of Strong Markov Processes without Positive Jumps Avram, Florin; Grahovac, Danijel; Vardar Acar, Ceren (2019-02-19) As is well-known, the benefit of restricting Levy processes without positive jumps is the "W,Z scale functions paradigm", by which the knowledge of the scale functions W,Z extends immediately to other risk control problems...

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