List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Efficient algorithms for tail probabilities of exchangeable lognormal sums Methodology and Computing in Applied Probability | 2022-07-28 | Paper |
| Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions International Journal of Computer Mathematics | 2022-02-16 | Paper |
| Variance reduction for Asian options under a general model framework Review of Finance | 2018-11-09 | Paper |
| Control variates and conditional Monte Carlo for basket and Asian options Insurance Mathematics & Economics | 2014-04-04 | Paper |
| A general control variate method for option pricing under Lévy processes European Journal of Operational Research | 2012-12-29 | Paper |
| A general control variate method for option pricing under Lévy processes European Journal of Operational Research | 2012-09-01 | Paper |
| Using the continuous price as control variate for discretely monitored options Mathematics and Computers in Simulation | 2012-07-05 | Paper |
Research outcomes over time
This page was built for person: Kemal Dinçer Dingeç
