On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo. - Giray Ökten; Emmanuel Salta; Ahmet Göncü (Math. Comput. Model., 2008)

Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? - Giray Ökten; Ahmet Göncü (Math. Comput. Model., 2011)

Uncertainty and Robustness in Weather Derivative Models. - Ahmet Göncü; Yaning Liu; Giray Ökten; M. Yousuff Hussaini (MCQMC, 2014)

Efficient simulation of a multi-factor stochastic volatility model. - Ahmet Göncü; Giray Ökten (J. Comput. Appl. Math., 2014)

Uniform point sets and the collision test. - Ahmet Göncü; Giray Ökten (J. Comput. Appl. Math., 2014)

Pricing portfolios of contracts on cumulative temperature with risk premium determination. - Srdjan Stojanovic; Ahmet Göncü (Risk Decis. Anal., 2014)

Prediction of exchange rates with machine learning. - Ahmet Göncü (AIIPCC, 2019)

Prediction of cryptocurrency returns using machine learning. - Erdinc Akyildirim; Ahmet Göncü; Ahmet Sensoy (Ann. Oper. Res., 2021)

Statistical arbitrage in jump-diffusion models with compound Poisson processes. - Erdinc Akyildirim; Frank J. Fabozzi; Ahmet Göncü; Ahmet Sensoy (Ann. Oper. Res., 2022)

Statistical arbitrage: factor investing approach. - Erdinc Akyildirim; Ahmet Göncü; Alper A. Hekimoglu; Duc Khuong Nguyen; Ahmet Sensoy (OR Spectr., 2023)