Methods of Pricing American Options Case Study for Comparison

Aydoğan, Burcu
Aksoy, Ümit
Uğur, Ömür


Models of Mathematical Thinking about the Derivative A Multilevel Analysis
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Methods for hybrid flow shop scheduling and a case study in an aerospace company
Özmen, Yiğitalp; Meral, Fatma Sedef; Department of Industrial Engineering (2019)
In this study, we address the scheduling problem in Hybrid Flow Shop (HFS) with makespan objective. Since this problem is known to be NP-hard and an HFS is a common environment in real-life manufacturing systems, several approximate solution approaches have been proposed in the literature. Hence, we resort to some of these such as MILP model, dispatching rules, Palmer, CDS, NEH, and Bottleneck Heuristic. Due to the complexity of HFS scheduling problem, MILP model provides only a near optimal solution by usi...
Analyses of Determinants of Developing Countries Statistical Capacity
Gökalp Yavuz, Fulya (2011-05-28)
Methods for location prediction of mobile phone users
Keleş, İlkcan; Toroslu, İsmail Hakkı; Department of Computer Engineering (2014)
Due to the increasing use of mobile phones and their increasing capabilities, huge amount of usage and location data can be collected. Location prediction is an important task for mobile phone operators and smart city administrations to provide better services and recommendations. In this work, we have investigated several approaches for location prediction problem including clustering, classification and sequential pattern mining. We propose a sequence mining based approach for location prediction of mobil...
Method of moments analysis of slotted waveguide antenna arrays
Altuntaş, Abdülkerim; Alatan, Lale; Department of Electrical and Electronics Engineering (2014)
Slotted waveguide antenna arrays are used extensively in many applications because of their high power handling capability, planarity, low loss and reduced profile. After the synthesis of such an array, the design should be verified by analyzing the array with an efficient simulation tool which is accurate, fast and flexible. Although FEM (Finite Element Method) based commercial softwares are very accurate and flexible, they are not sufficiently fast especially when it comes to optimization and fine tuning....
Citation Formats
B. Aydoğan, Ü. Aksoy, and Ö. Uğur, “Methods of Pricing American Options Case Study for Comparison,” 2015, Accessed: 00, 2021. [Online]. Available: