Orcan Ögetbil
Author
Alternate names Orcan Ögetbil, Orcan Ogetbil
Institution Wells Fargo (United States)
Past institution Wells Fargo (United States)
ORCID: Yes
H-index: 2
I10-index:
Works count: 12
Citations count: 9
Calibrating Local Volatility Models With Stochastic Drift And Diffusion
2022 · Orcan Ögetbil, Narayan Ganesan, et al. · International Journal of Theoretical and Applied Finance
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility
2023 · Orcan Ögetbil, Bernhard Hientzsch · SIAM Journal on Financial Mathematics
Calibrating Local Volatility Models with Stochastic Drift and Diffusion
2020 · Orcan Ögetbil, Narayan Ganesan, et al. · SSRN Electronic Journal