Giray Ökten

Available identifiers

zbMath Open okten.girayMaRDI QIDQ191555

List of research outcomes

Publication	Date of Publication	Type
Number sequences for simulation	2025-01-17	Paper
A goodness-of-fit test for copulas based on the collision test	2022-11-04	Paper
Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination	2022-06-03	Paper
Brownian Path Generation and Polynomial Chaos	2021-09-08	Paper
Polynomial Chaos as a Control Variate Method	2021-06-29	Paper
Implementing de-biased estimators using mixed sequences	2021-05-20	Paper
Probability and Simulation	2020-10-15	Paper
Randomized Global Sensitivity Analysis and Model Robustness	2020-08-26	Paper
Randomized Sobol' sensitivity indices	2019-02-18	Paper
High-performance financial simulation using randomized quasi-Monte Carlo methods	2019-02-06	Paper
Learning shape metrics with Monte Carlo optimization	2019-01-04	Paper
CAM stochastic volatility model for option pricing	2018-10-12	Paper
A quasi-Monte Carlo implementation of the ziggurat method	2018-06-08	Paper
The acceptance-rejection method for low-discrepancy sequences	2016-06-09	Paper
Uniform point sets and the collision test	2015-06-17	Paper
Efficient simulation of a multi-factor stochastic volatility model	2015-06-17	Paper
Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives	2014-10-31	Paper
Random and Deterministic Digit Permutations of the Halton Sequence	2013-07-31	Paper
Primes and Probability: The Hawkins Random Sieve	2011-12-07	Paper
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?	2011-07-21	Paper
Parameterization based on randomized quasi-Monte Carlo methods	2010-09-02	Paper
Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”	2009-10-07	Paper
Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences	2009-08-06	Paper
Randomized quasi-Monte Carlo methods in pricing securities	2008-11-06	Paper
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo	2008-02-26	Paper
Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations	2008-02-22	Paper
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance	2006-10-05	Paper
Solving Linear Equations by Monte Carlo Simulation	2006-05-30	Paper
Random sampling from low-discrepancy sequences: applications to option pricing	2004-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4549518	2002-12-08	Paper
Error reduction techniques in quasi-Monte Carlo integration.	2002-05-05	Paper
High dimensional simulation	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4934388	2000-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q4369794	1998-01-12	Paper
A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications	1997-07-13	Paper

Research outcomes over time

This page was built for person: Giray Ökten