Ahmet Göncü

According to our database1, Ahmet Göncü authored at least 6 papers between 2008 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2014
Pricing portfolios of contracts on cumulative temperature with risk premium determination.
Risk and Decision Analysis, 2014

Uniform point sets and the collision test.
J. Computational Applied Mathematics, 2014

Efficient simulation of a multi-factor stochastic volatility model.
J. Computational Applied Mathematics, 2014

Uncertainty and Robustness in Weather Derivative Models.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2011
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Mathematical and Computer Modelling, 2011

2008
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo.
Mathematical and Computer Modelling, 2008


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