Export 5 results:
Author [ Title(Desc)] Type Year
Filters: Author is Dingeç, Kemal Dinçer  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
Dingeç, K. Dinçer, and W. Hörmann, "Control variates and conditional Monte Carlo for basket and Asian options", Insurance: Mathematics and Economics, vol. 52, no. 3: North-Holland, pp. 421–434, 2013.
Dingeç, K. Dinçer, and W. Hörmann, "A general control variate method for option pricing under Lévy processes", European Journal of Operational Research, vol. 221, no. 2: North-Holland, pp. 368–377, 2012.
Dingeç, K. Dinçer, and W. Hörmann, "New control variates for Lévy process models", Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
Korugan, A., K. Dinçer Dingeç, T. Önen, and N. Y. Ateş, "On the quality variation impact of returns in remanufacturing", Computers & Industrial Engineering, vol. 64, pp. 929–936, Apr, 2013.
Dingeç, K. Dinçer, and W. Hörmann, "Using the continuous price as control variate for discretely monitored options", Mathematics and Computers in Simulation, vol. 82, no. 4: North-Holland, pp. 691–704, 2011.