activity
20052026
most citedPricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements

14 citations · 21 across the 5 of their papers we have counts for

collaborators

5 papers

math.DS2026

Predicting periodic solutions of cyclic Lotka-Volterra equations with dynamic mode decomposition

Bülent Karasözen, Murat Uzunca

Cyclic Lotka-Volterra systems in form of ODEs and PDEs are solved by linearly implicit Kahan's method, that preserves the quadratic Poisson bracket, phase space volume, Hamiltonian…

nlin.CD2026

Structure preserving integration of 3D dissipative bi-Hamiltonian/Nambu systems

Bülent Karasözen, Murat Uzunca

A structure-preserving splitting integrator is developed for 3D dissipative bi-Hamiltonian/Nambu systems. The integrator uses Strang splitting for conservative and dissipative part…

math.NA2020★ 5 cited

Energy preserving reduced-order modelling of thermal shallow water equation

Suleyman Yildiz, Murat Uzunca, Bulent Karasozen

In this paper, Hamiltonian and energy preserving reduced-order models are developed for the rotating thermal shallow water equation (RTSWE) in the non-canonical Hamiltonian form wi…

q-fin.CP2016★ 14 cited

Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements

Sinem Kozpınar, Murat Uzunca, Bülent Karasözen

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element…

nlin.SI2005★ 2 cited

Poisson integrators

B. Karasözen

An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators…