Kemal Dinçer Dingeç

Available identifiers

zbMath Open dingec.kemal-dincerMaRDI QIDQ433631

List of research outcomes

Publication	Date of Publication	Type
Efficient algorithms for tail probabilities of exchangeable lognormal sums	2022-07-28	Paper
Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions	2022-02-16	Paper
Variance Reduction for Asian Options under a General Model Framework*	2018-11-09	Paper
Control variates and conditional Monte Carlo for basket and Asian options	2014-04-04	Paper
A general control variate method for option pricing under Lévy processes	2012-12-29	Paper
A general control variate method for option pricing under Lévy processes	2012-09-01	Paper
Using the continuous price as control variate for discretely monitored options	2012-07-05	Paper

Research outcomes over time

This page was built for person: Kemal Dinçer Dingeç