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Sercan Gür

Sercan Gür M.Sc.
Telephone:
+43 1 31336 4396
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2010-2012
MSc Vienna University of Economics and Business: Quantitative Finance
2004-2010
BSc Istanbul Bilgi University: Mathematics

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

  • 1104 Applied mathematics (Details)
  • 1118 Probability theory (Details)

Expertise

    No expertises found.

Activities

No activities found.

Publications

Paper presented at an academic conference or symposium

2017 Gür, Sercan. 2017. Pricing Parisian options with general boundaries: an adaptive Monte Carlo method. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong, China, 15.06-17.06. (Details)
2016 Gür, Sercan, Pötzelberger, Klaus. 2016. First Exit Time- Monte Carlo Simulation and Applications in Finance. APMOD 2016 Optimization & Business Analytics, Brno, Tschechische Republik, 08.06-10.06. (Details)
  Gür, Sercan. 2016. Pricing Parisian Option with Adaptive Monte Carlo Method. 21st Young Statisticians Meeting, Piran, Slowenien, 04.11.-06.11. (Details)
  Gür, Sercan, Pötzelberger, Klaus. 2016. Pricing Parisian Option with Adaptive Monte Carlo Method. CFE 2016 10th International Conference on Computational and Financial Econometrics, Sevilla, Spanien, 09.12.-11.12. (Details)

Master thesis

2012 Gür, Sercan. 2012. Boundary Crossing Probabilities: Approximation and Monte Carlo Estimation. Masterarbeit, Vienna University of Economics and Business. (Details)

Projects

  • No projects found.