Kemal Dinçer Dingeç

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 5

Top Topics

Variance Estimator

Monte Carlo Methods

Top Venues

Int. J. Comput. Math.

Publications

Athanasios Lolos, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
A Fixed-Sample-Size Method for Estimating Steady-State Quantiles. WSC (2023)
Athanasios Lolos, J. Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson
A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series. WSC (2022)
Christos Alexopoulos, Joseph H. Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson
Steady-State Quantile Estimation Using Standardized Time Series. WSC (2020)
Kemal Dinçer Dingeç
Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions. Int. J. Comput. Math. 96 (12) (2019)
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson
Multiply reflected variance estimators for simulation. WSC (2018)
Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci
Jackknifed variance estimators for simulation output analysis. WSC (2015)
Kemal Dinçer Dingeç, Wolfgang Hörmann
Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. WSC (2014)
Aybek Korugan, Kemal Dinçer Dingeç, Tolga Önen, Nüfer Yasin Ates
On the quality variation impact of returns in remanufacturing. Comput. Ind. Eng. 64 (4) (2013)
Kemal Dinçer Dingeç, Wolfgang Hörmann
A general control variate method for option pricing under Lévy processes. Eur. J. Oper. Res. 221 (2) (2012)
Kemal Dinçer Dingeç, Wolfgang Hörmann
New control variates for Lévy process models. WSC (2012)
Kemal Dinçer Dingeç, Wolfgang Hörmann
New control variates for lévy process models. WSC (2012)
Kemal Dinçer Dingeç, Wolfgang Hörmann
New control variates for Lévy process models. WSC (2012)
Kemal Dinçer Dingeç, Wolfgang Hörmann
Using the continuous price as control variate for discretely monitored options. Math. Comput. Simul. 82 (4) (2011)