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ORCIDKemal Dinçer Dingeç
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2020 – today
- 2023
[c9]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: 457-468- 2022
- [c8]Athanasios Lolos
, Joseph 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: 73-84 - 2020
- [c7]Christos Alexopoulos, Joseph Haden Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson:
Steady-State Quantile Estimation Using Standardized Time Series. WSC 2020: 289-300
2010 – 2019
- 2019
- [j4]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): 2441-2460 (2019) - 2018
- [c6]Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson:
Multiply reflected variance estimators for simulation. WSC 2018: 1670-1681 - 2015
- [c5]Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci:
Jackknifed variance estimators for simulation output analysis. WSC 2015: 459-471 - 2014
- [c4]Kemal Dinçer Dingeç, Wolfgang Hörmann:
Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. WSC 2014: 441-452 - 2013
- [j3]Aybek Korugan, Kemal Dinçer Dingeç, Tolga Önen, Nüfer Yasin Ates:
On the quality variation impact of returns in remanufacturing. Comput. Ind. Eng. 64(4): 929-936 (2013) - 2012
- [j2]Kemal Dinçer Dingeç, Wolfgang Hörmann:
A general control variate method for option pricing under Lévy processes. Eur. J. Oper. Res. 221(2): 368-377 (2012) - [c3]Kemal Dinçer Dingeç, Wolfgang Hörmann:
New control variates for lévy process models. WSC 2012: 15:1-15:12 - [c2]Kemal Dinçer Dingeç, Wolfgang Hörmann:
New control variates for Lévy process models. WSC 2012: 308:1-308:2 - [c1]Kemal Dinçer Dingeç, Wolfgang Hörmann:
New control variates for Lévy process models. WSC 2012: 322:1-322:2 - 2011
- [j1]Kemal Dinçer Dingeç, Wolfgang Hörmann:
Using the continuous price as control variate for discretely monitored options. Math. Comput. Simul. 82(4): 691-704 (2011)
Coauthor Index
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