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Publications by TURALAY KENC

Real Options With Priced Regime-Switching Risk

International Journal of Theoretical and Applied Finance

English

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Pricing and Hedging Contingent Claims With Regime Switching Risk

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Are Real Options "Real"? Isolating Uncertainty From Risk in Real Options Analysis

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Risk Seeking, Nonconvex Remuneration and Regime Switching

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Efficient Lattice Method for Valuing of Options With Barrier in a Regime Switching Model

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Optimal Risk Adoption: A Real Options Approach

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Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

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Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries

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EWS-GARCH: New Regime Switching Approach to Forecast Value-At-Risk

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Improving GARCH Volatility Forecasts With Regime-Switching GARCH

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