Kemal Dinçer Dingeç

According to our database, Kemal Dinçer Dingeç authored at least 11 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

A Fixed-Sample-Size Method for Estimating Steady-State Quantiles.

Athanasios Lolos, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson

Proceedings of the Winter Simulation Conference, 2023

2022

A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series.

Athanasios Lolos, Joseph Haden Boone, Christos Alexopoulos, David Goldsman, Kemal Dinçer Dingeç, Anup C. Mokashi, James R. Wilson

Proceedings of the Winter Simulation Conference, 2022

2020

Steady-State Quantile Estimation Using Standardized Time Series.

Christos Alexopoulos, Joseph Haden Boone, David Goldsman, Athanasios Lolos, Kemal Dinçer Dingeç, James R. Wilson

Proceedings of the Winter Simulation Conference, 2020

2019

Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions.

Kemal Dinçer Dingeç

Int. J. Comput. Math., 2019

2018

Multiply reflected variance estimators for simulation.

Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, Melike Meterelliyoz, James R. Wilson

Proceedings of the 2018 Winter Simulation Conference, 2018

2015

Jackknifed variance estimators for simulation output analysis.

Kemal Dinçer Dingeç, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tûba Aktaran-Kalayci

Proceedings of the 2015 Winter Simulation Conference, 2015

2014

Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options.

Kemal Dinçer Dingeç, Wolfgang Hörmann

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

On the quality variation impact of returns in remanufacturing.

Aybek Korugan, Kemal Dinçer Dingeç, Tolga Önen, Nüfer Yasin Ates

Comput. Ind. Eng., 2013

2012

A general control variate method for option pricing under Lévy processes.

Kemal Dinçer Dingeç, Wolfgang Hörmann

Eur. J. Oper. Res., 2012

New control variates for lévy process models.

Kemal Dinçer Dingeç, Wolfgang Hörmann

Proceedings of the Winter Simulation Conference, 2012

2011

Using the continuous price as control variate for discretely monitored options.

Kemal Dinçer Dingeç, Wolfgang Hörmann

Math. Comput. Simul., 2011