Sercan Gűr

Sercan Gür studied Mathematics in Istanbul Bilgi University, holds an MSc in Quantitative Finance and a PhD in Applied Mathematics from Vienna University of Economics and Business (WU Vienna). His research focuses on mathematical finance, stochastic processes and probability theory. He is currently working as a credit risk modeling specialist in Erste Group.

Articles by Sercan Gűr

Original research

An adaptive Monte Carlo approach

This paper proposes a new, flexible framework using Monte Carlo methods to price Parisian options not only with constant boundaries but also with general curved boundaries.

27 Apr 2020