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Disambiguation of "Ökten, Giray"

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Randomized quasi-Monte Carlo methods in pricing securities

, and . Journal of Economic Dynamics and Control, 28 (12): 2399--2426 (December 2004)

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Zeynep Ökten

Jeanette Giray

Markus Giray

 

Other publications of authors with the same name

Dempster-Shafer Theory for Stock Selection., and . COMPSAC, page 1729-1734. IEEE, (2021)Parameterization based on randomized quasi-Monte Carlo methods., and . IPDPS, page 1-7. IEEE, (2008)Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods., , and . ICSRS, page 446-451. IEEE, (2019)Randomized quasi-Monte Carlo methods in pricing securities, and . Journal of Economic Dynamics and Control, 28 (12): 2399--2426 (December 2004)On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo., , and . Math. Comput. Model., 47 (3-4): 484-494 (2008)A Comparison of Global Sensitivity Methods for Power Systems., , , and . ICSRS, page 130-137. IEEE, (2022)Uncertainty and Robustness in Weather Derivative Models., , , and . MCQMC, volume 163 of Springer Proceedings in Mathematics and Statistics, page 351-365. Springer, (2014)Polynomial Chaos as a Control Variate Method., and . SIAM J. Sci. Comput., 43 (3): A2268-A2294 (2021)