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I graduated from the Department of Mathematics, Atilim University in Turkey in 2013 as a first student of the department. I obtained my Master degree in Mathematics in Atilim University with the thesis named as “Computational Methods for Pricing American Options”. I carried out my PhD studies in Financial Mathematics in Middle East Technical University during the years of 2015-2021 under the supervision of Prof. Dr. Omur Ugur and Prof. Dr. Umit Aksoy. I successfully defended my PhD thesis named as “Optimal Market Making Models in High-Frequency Trading” in April, 2021. Now, I am working as a Postdoctoral Researcher at the Chair of Mathematics for Uncertainty Quantification.

Publications:

• Aydogan, B., Ugur, O. and Aksoy, U. "Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset". Computational Economics. (2022). https://doi.org/10.1007/s10614-022-10272-4

• Aydogan, B., Aksoy, U. and Ugur, O. “On the Methods of Pricing American Options: Case Study”. Annals of Operations Research. 260, 79 - 94 (2018). https://doi.org/10.1007/s10479-016-2267-4

Projects:

• A Real-Time Working Prototype for Algorithmic Trading and its Tools for Finance, Scientific Research Projects, METU, (2018-1019).

Conference Proceedings:

• B. Aydogan, O. Ugur and U. Aksoy, An Optimal Market Making Model where the Price Dynamics Follows a Mean-reverting Process with Stochastic Volatility, EURO 2021, 31st European Conference on Operational Research, (July, 2021).

• B. Aydogan, O. Ugur and U. Aksoy, Optimal Market Making Models with Stochastic Volatility for High-Frequency Trading, EPCO 2021, Portuguese Meeting on Optimal Control, (June, 2021).

• B. Aydogan, U. Aksoy and O. Ugur, Methods for Pricing American Options: Case study for comparison, 55th Meeting of the EWGCFM, METU IAM, Ankara / TURKEY, (May, 2015).

Google Scholar: Dr. Burcu Aydogan