A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications. - Giray Ökten (Monte Carlo Methods Appl., 1996)

Solving Linear Equations by Monte Carlo Simulation. - Giray Ökten (SIAM J. Sci. Comput., 2005)

A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance. - Giray Ökten; Bruno Tuffin; Vadim Burago (J. Complex., 2006)

Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations. - Yevgeny Goncharov; Giray Ökten; Manan Shah (Math. Comput. Model., 2007)

Parameterization based on randomized quasi-Monte Carlo methods. - Giray Ökten; Matthew Willyard (IPDPS, 2008)

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

Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences. - Giray Ökten (J. Complex., 2009)

Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications". - Giray Ökten; Michael Gnewuch (Monte Carlo Methods Appl., 2009)

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)

The acceptance-rejection method for low-discrepancy sequences. - Nguyet Nguyen; Giray Ökten (Monte Carlo Methods Appl., 2016)

Accurate construction of high dimensional model representation with applications to uncertainty quantification. - Yaning Liu; M. Yousuff Hussaini; Giray Ökten (Reliab. Eng. Syst. Saf., 2016)

A quasi-Monte Carlo implementation of the ziggurat method. - Nguyet Nguyen; Linlin Xu; Giray Ökten (Monte Carlo Methods Appl., 2018)

Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods. - Jamie Fox; Giray Ökten; Bahri Uzunoglu (ICSRS, 2019)

Learning shape metrics with Monte Carlo optimization. - Serdar Cellat; Yu Fan; Washington Mio; Giray Ökten (J. Comput. Appl. Math., 2019)

Implementing de-biased estimators using mixed sequences. - Arun Kumar Polala; Giray Ökten (Monte Carlo Methods Appl., 2020)

Dempster-Shafer Theory for Stock Selection. - Nima Salehy; Giray Ökten (COMPSAC, 2021)

Randomized quasi-Monte Carlo methods in global sensitivity analysis. - Giray Ökten; Yaning Liu (Reliab. Eng. Syst. Saf., 2021)

Brownian Path Generation and Polynomial Chaos. - Jamie Fox; Giray Ökten (SIAM J. Financial Math., 2021)

Polynomial Chaos as a Control Variate Method. - Jamie Fox; Giray Ökten (SIAM J. Sci. Comput., 2021)

A Comparison of Global Sensitivity Methods for Power Systems. - Ruilong Yue; Hui Duan; Giray Ökten; Bahri Uzunoglu (ICSRS, 2022)

Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination. - Nima Salehy; Giray Ökten (Int. J. Approx. Reason., 2022)

Derivative-based Shapley value for global sensitivity analysis and machine learning explainability. - Hui Duan; Giray Ökten (CoRR, 2023)