Giray Ökten: search on Z-Library

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1

On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo

Giray Ökten, Emmanuel Salta, Ahmet Göncü

Journal:

Mathematical and Computer Modelling

Year:

2008

Language:

english

File:

PDF, 360 KB

english, 2008

2

High-performance financial simulation using randomized quasi-Monte Carlo methods

Xu, Linlin, Ökten, Giray

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 1.17 MB

english, 2015

3

Primes and Probability: The Hawkins Random Sieve

John Lorch and Giray Ökten

Journal:

Mathematics Magazine

Year:

2007

Language:

english

File:

PDF, 713 KB

english, 2007

4

A quasi-Monte Carlo implementation of the ziggurat method

Nguyen, Nguyet, Xu, Linlin, Ökten, Giray

Journal:

Monte Carlo Methods and Applications

Year:

2018

Language:

english

File:

PDF, 1.57 MB

english, 2018

5

Efficient simulation of a multi-factor stochastic volatility model

Göncü, Ahmet, Ökten, Giray

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 550 KB

english, 2014

6

Primes and Probability: The Hawkins Random Sieve

Lorch, John, Ökten, Giray

Journal:

Mathematics Magazine

Year:

2007

Language:

english

File:

PDF, 280 KB

english, 2007

7

Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?

Giray Ökten, Ahmet Göncü

Journal:

Mathematical and Computer Modelling

Year:

2011

Language:

english

File:

PDF, 744 KB

english, 2011

8

Learning shape metrics with Monte Carlo optimization

Cellat, Serdar, Fan, Yu, Mio, Washington, Ökten, Giray

Journal:

Journal of Computational and Applied Mathematics

Year:

2019

Language:

english

File:

PDF, 733 KB

english, 2019

9

[IEEE Distributed Processing Symposium (IPDPS) - Miami, FL, USA (2008.04.14-2008.04.18)] 2008 IEEE International Symposium on Parallel and Distributed Processing - Parameterization based on randomized quasi-Monte Carlo methods

Okten, Giray, Willyard, Matthew

Year:

2008

Language:

english

File:

PDF, 312 KB

english, 2008

10

[IEEE 2019 4th International Conference on System Reliability and Safety (ICSRS) - Rome, Italy (2019.11.20-2019.11.22)] 2019 4th International Conference on System Reliability and Safety (ICSRS) - Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods

Fox, Jamie, Okten, Giray, Uzunoglu, Bahri

Year:

2019

Language:

english

File:

PDF, 1.40 MB

english, 2019

11

Solving Linear Equations by Monte Carlo Simulation

Journal:

SIAM Journal on Scientific Computing

Year:

2005

Language:

english

File:

PDF, 230 KB

english, 2005

12

Estimating sensitivities of temperature-based weather derivatives

Yuan, Wei, Göncü, Ahmet, Ökten, Giray

Journal:

Applied Economics

Year:

2015

Language:

english

File:

PDF, 503 KB

english, 2015

13

Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations

Yevgeny Goncharov, Giray Ökten, Manan Shah

Journal:

Mathematical and Computer Modelling

Year:

2007

Language:

english

File:

PDF, 2.06 MB

english, 2007

14

High dimensional simulation

Journal:

Mathematics and Computers in Simulation

Year:

2001

Language:

english

File:

PDF, 237 KB

english, 2001

15

Statistics for estimating the population average of a Lifshitz–Slyozov–Wagner (LSW) distribution

Murat Tiryakioğlu, Giray Ökten, David Hudak

Journal:

Journal of Materials Science

Year:

2009

Language:

english

File:

PDF, 288 KB

english, 2009

16

Status of selenium and antioxidant enzymes of goitrous children is lower than healthy controls and nongoitrous children with high iodine deficiency

Belma Giray, Filiz Hincal, Tahsin Teziç, Ayşenur Ökten, Yusuf Gedik

Journal:

Biological Trace Element Research

Year:

2001

Language:

english

File:

PDF, 244 KB

english, 2001

17

Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives

Liu, Yaning, Yousuff Hussaini, M., Ökten, Giray

Journal:

Applied Numerical Mathematics

Year:

2013

Language:

english

File:

PDF, 414 KB

english, 2013

18

Global sensitivity analysis for the Rothermel model based on high-dimensional model representation

Liu, Yaning, Hussaini, M. Yousuff, Ökten, Giray

Journal:

Canadian Journal of Forest Research

Year:

2015

File:

PDF, 249 KB

2015

19

Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences

Journal:

Journal of Complexity

Year:

2009

Language:

english

File:

PDF, 849 KB

english, 2009

20

CAM Stochastic Volatility Model for Option Pricing

Huang, Wanwan, Ewald, Brian, Ökten, Giray

Journal:

Mathematical Problems in Engineering

Year:

2016

Language:

english

File:

PDF, 2.17 MB

english, 2016

21

On evaluating Weibull fits to mechanical testing data

Murat Tiryakioğlu, David Hudak, Giray Ökten

Journal:

Materials Science and Engineering: A

Year:

2009

Language:

english

File:

PDF, 294 KB

english, 2009

22

Parameterization based on randomized quasi-Monte Carlo methods

Giray Ökten, Matthew Willyard

Journal:

Parallel Computing

Year:

2010

Language:

english

File:

PDF, 314 KB

english, 2010

23

A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications

Journal:

Monte Carlo Methods and Applications

Year:

1996

Language:

english

File:

PDF, 1.10 MB

english, 1996

24

Accurate construction of high dimensional model representation with applications to uncertainty quantification

Liu, Yaning, Yousuff Hussaini, M., Ökten, Giray

Journal:

Reliability Engineering & System Safety

Year:

2016

Language:

english

File:

PDF, 1.01 MB

english, 2016

25

Randomized quasi-Monte Carlo methods in pricing securities

Giray Ökten, Warren Eastman

Journal:

Journal of Economic Dynamics and Control

Year:

2004

Language:

english

File:

PDF, 571 KB

english, 2004

26

A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance

Giray Ökten, Bruno Tuffin, Vadim Burago

Journal:

Journal of Complexity

Year:

2006

Language:

english

File:

PDF, 256 KB

english, 2006

27

Uniform point sets and the collision test

Göncü, Ahmet, Ökten, Giray

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 377 KB

english, 2014

28

Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”

Ökten, Giray, Gnewuch, Michael

Journal:

Monte Carlo Methods and Applications

Year:

2009

Language:

english

File:

PDF, 118 KB

english, 2009

29

Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall

Tzeng, Yu-Ying, Beaumont, Paul M., Ökten, Giray

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 1.61 MB

english, 2017

30

Simulation Estimation of Mixed Discrete Choice Models with the Use of Randomized Quasi-Monte Carlo Sequences: A Comparative Study

Sivakumar, Aruna, Bhat, Chandra, Ökten, Giray

Journal:

Transportation Research Record Journal of the Transportation Research Board

Year:

2005

Language:

english

File:

PDF, 420 KB

english, 2005

31

On evaluating fit of the Lifshitz–Slyozov–Wagner (LSW) distribution to particle size data

Murat Tiryakioğlu, Giray Ökten, David Hudak, Ralph T. Shuey, Jaakko P. Suni

Journal:

Materials Science and Engineering: A

Year:

2010

Language:

english

File:

PDF, 301 KB

english, 2010

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