5 sonucu aktar:
Yazar Başlık Tür [ Yıl(Asc)]
Süzgeçler: Yazar: Dingeç, Kemal Dinçer  [Clear All Filters]
2013
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.
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.
2012
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.
2011
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.