Kemal Dinçer Dingeç

14 papers Misc 9Journal 5
YearRankTypeTitle / Venue / Authors
2024 J jnl
SQSTS: A sequential procedure for estimating steady-state quantiles using standardized time series.
J. Simulation
Athanasios Lolos, Joseph Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
2023 Misc conf
A Fixed-Sample-Size Method for Estimating Steady-State Quantiles.
WSC
Athanasios Lolos, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
2022 Misc conf
A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series.
WSC
Athanasios Lolos, Joseph Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
2020 Misc conf
Steady-State Quantile Estimation Using Standardized Time Series.
WSC
Christos Alexopoulos, Joseph Haden Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson
2019 J jnl
Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions.
Int. J. Comput. Math.
Kemal Dinçer Dingeç
2018 Misc conf
Multiply reflected variance estimators for simulation.
WSC
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson
2015 Misc conf
Jackknifed variance estimators for simulation output analysis.
WSC
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci
2014 Misc conf
Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options.
WSC
Kemal Dinçer Dingeç, Wolfgang Hörmann
2013 J jnl
On the quality variation impact of returns in remanufacturing.
Comput. Ind. Eng.
Aybek Korugan, Kemal Dinçer Dingeç, Tolga Önen, Nüfer Yasin Ates
2012 J jnl
A general control variate method for option pricing under Lévy processes.
Eur. J. Oper. Res.
Kemal Dinçer Dingeç, Wolfgang Hörmann
2012 Misc conf
New control variates for Lévy process models.
WSC
Kemal Dinçer Dingeç, Wolfgang Hörmann
2012 Misc conf
New control variates for Lévy process models.
WSC
Kemal Dinçer Dingeç, Wolfgang Hörmann
2012 Misc conf
New control variates for lévy process models.
WSC
Kemal Dinçer Dingeç, Wolfgang Hörmann
2011 J jnl
Using the continuous price as control variate for discretely monitored options.
Math. Comput. Simul.
Kemal Dinçer Dingeç, Wolfgang Hörmann