The following pages link to Giray Ökten (Q191555):
Displaying 36 items.
- The acceptance-rejection method for low-discrepancy sequences (Q293509) (← links)
- Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (Q465089) (← links)
- Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
- (Q1597024) (redirect page) (← links)
- Error reduction techniques in quasi-Monte Carlo integration. (Q1597025) (← links)
- A quasi-Monte Carlo implementation of the ziggurat method (Q1637510) (← links)
- Randomized Sobol' sensitivity indices (Q1722534) (← links)
- Learning shape metrics with Monte Carlo optimization (Q1757360) (← links)
- CAM stochastic volatility model for option pricing (Q1793313) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
- A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
- Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences (Q2272147) (← links)
- Efficient simulation of a multi-factor stochastic volatility model (Q2349593) (← links)
- Uniform point sets and the collision test (Q2349667) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination (Q2671754) (← links)
- Primes and Probability: The Hawkins Random Sieve (Q3103475) (← links)
- A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications (Q3123975) (← links)
- Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications” (Q3182214) (← links)
- (Q4369794) (← links)
- (Q4549518) (← links)
- High-performance financial simulation using randomized quasi-Monte Carlo methods (Q4619507) (← links)
- (Q4934388) (← links)
- Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
- Polynomial Chaos as a Control Variate Method (Q4997403) (← links)
- Randomized Global Sensitivity Analysis and Model Robustness (Q5117942) (← links)
- Probability and Simulation (Q5126231) (← links)
- Random and Deterministic Digit Permutations of the Halton Sequence (Q5326134) (← links)
- Solving Linear Equations by Monte Carlo Simulation (Q5470329) (← links)
- High dimensional simulation (Q5938380) (← links)
- Number sequences for simulation (Q6665997) (← links)
