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Disambiguation of "Dingeç, Kemal Dinçer"

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Using the continuous price as control variate for discretely monitored options.

, and . Math. Comput. Simul., 82 (4): 691-704 (2011)

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Figen Dincer

Dincer Ülkü

Mevlüt Kemal

Cigdem Dincer

Deniz Dincer

 

Other publications of authors with the same name

New control variates for lévy process models., and . WSC, page 15:1-15:12. WSC, (2012)On the quality variation impact of returns in remanufacturing., , , and . Comput. Ind. Eng., 64 (4): 929-936 (2013)Using the continuous price as control variate for discretely monitored options., and . Math. Comput. Simul., 82 (4): 691-704 (2011)Multiply reflected variance estimators for simulation., , , , and . WSC, page 1670-1681. IEEE, (2018)A general control variate method for option pricing under Lévy processes., and . Eur. J. Oper. Res., 221 (2): 368-377 (2012)Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions.. Int. J. Comput. Math., 96 (12): 2441-2460 (2019)Jackknifed variance estimators for simulation output analysis., , , , , and . WSC, page 459-471. IEEE/ACM, (2015)A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series., , , , , , and . WSC, page 73-84. IEEE, (2022)Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options., and . WSC, page 441-452. IEEE/ACM, (2014)A Fixed-Sample-Size Method for Estimating Steady-State Quantiles., , , , , and . WSC, page 457-468. IEEE, (2023)