Using the continuous price as control variate for discretely monitored options. - Kemal Dinçer Dingeç; Wolfgang Hörmann (Math. Comput. Simul., 2011)

New control variates for lévy process models. - Kemal Dinçer Dingeç; Wolfgang Hörmann (WSC, 2012)

A general control variate method for option pricing under Lévy processes. - Kemal Dinçer Dingeç; Wolfgang Hörmann (Eur. J. Oper. Res., 2012)

On the quality variation impact of returns in remanufacturing. - Aybek Korugan; Kemal Dinçer Dingeç; Tolga Önen; Nüfer Yasin Ates (Comput. Ind. Eng., 2013)

Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. - Kemal Dinçer Dingeç; Wolfgang Hörmann (WSC, 2014)

Jackknifed variance estimators for simulation output analysis. - Kemal Dinçer Dingeç; Christos Alexopoulos; David Goldsman; James R. Wilson; Wenchi Chiu; Tûba Aktaran-Kalayci (WSC, 2015)

Multiply reflected variance estimators for simulation. - Kemal Dinçer Dingeç; Christos Alexopoulos; David Goldsman; Melike Meterelliyoz; James R. Wilson (WSC, 2018)

Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions. - Kemal Dinçer Dingeç (Int. J. Comput. Math., 2019)

Steady-State Quantile Estimation Using Standardized Time Series. - Christos Alexopoulos; Joseph Haden Boone; David Goldsman; Athanasios Lolos; Kemal Dinçer Dingeç; James R. Wilson (WSC, 2020)

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 (WSC, 2022)

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 (WSC, 2023)

SQSTS: A sequential procedure 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 (J. Simulation, 2024)