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"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.
"New control variates for Lévy process models", Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
"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.
"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.