Browsing Ph.D. Theses by Author "Güllü, Refik."

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Empirical assessment and model selection in option pricing

Orbay, Berk. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2016., 2016.)

The majority of empirical option pricing studies consider the distance from the market option prices as the performance metric. Though, this kind of assessment is limited to the objectives of proper hedging of options and ...
Inventory policies under advance capacity information

Çınar, Esra. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2011., 2011.)

One of the most important challenges the inventory managers face is the uncertainty on both sides of the demand and supply. Exchange of information on both demand and capacity processes can decrease the uncertainty and it ...
Joint inventory and pricing decisions: reference effects and delay sensitive customers

Güler, Mehmet Güray. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)

We consider joint inventory and pricing problem of a single product with stochastic demand in two different contexts. In the first one, we study a periodic review problem where the demand of the product is subject to ...

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