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Kemal Dinçer Dingeç
Kemal Dinçer Dingeç
Assistant Professor of Industrial Engineering, Gebze Technical University
Verifierad e-postadress på gtu.edu.tr
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Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets
B Silahli, KD Dingec, A Cifter, N Aydin
Finance Research Letters 38, 101425, 2021
392021
On the quality variation impact of returns in remanufacturing
A Korugan, KD Dingeç, T Önen, NY Ateş
Computers & Industrial Engineering 64 (4), 929-936, 2013
372013
A general control variate method for option pricing under Lévy processes
KD Dingec, W Hörmann
European Journal of Operational Research 221 (2), 368-377, 2012
372012
Control variates and conditional Monte Carlo for basket and Asian options
KD Dingeç, W Hörmann
Insurance: Mathematics and Economics 52 (3), 421-434, 2013
252013
Variance reduction for Asian options under a general model framework
KD Dingec, H Sak, W Hörmann
Review of Finance 19 (2), 907-949, 2015
172015
Steady-state quantile estimation using standardized time series
C Alexopoulos, JH Boone, D Goldsman, A Lolos, KD Dingeç, JR Wilson
2020 Winter Simulation Conference (WSC), 289-300, 2020
82020
Geometric-moment contraction of G/G/1 waiting times
KD Dingeç, C Alexopoulos, D Goldsman, A Lolos, JR Wilson
Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, 111-130, 2022
62022
Jackknifed variance estimators for simulation output analysis
KD Dingeç, C Alexopoulos, D Goldsman, JR Wilson, W Chiu, ...
2015 Winter Simulation Conference (WSC), 459-471, 2015
62015
A stochastic analysis of asynchronous demand in disassembly processes of remanufacturing systems
KD Dingeç, A Korugan
European Journal of Industrial Engineering 7 (2), 175-205, 2013
62013
Using the continuous price as control variate for discretely monitored options
KD Dingeç, W Hörmann
Mathematics and Computers in Simulation 82 (4), 691-704, 2011
52011
Improved Monte Carlo and quasi-Monte Carlo methods for the price and the Greeks of Asian options
KD Dingeç, W Hörmann
Proceedings of the Winter Simulation Conference 2014, 441-452, 2014
42014
Option pricing by simulation
KD Dingeç
Doktora Tezi, Bogaziçi Üniversitesi, Đstanbul, 2013
42013
A Sequential Method for Estimating Steady-State Quantiles Using Standardized Time Series
A Lolos, JH Boone, C Alexopoulos, D Goldsman, KD Dingeç, AC Mokashi, ...
2022 Winter Simulation Conference (WSC), 73-84, 2022
22022
The Effect of Technological and Scientific Knowledge on Economic Growth in Turkey (1980-2015)
F BÖRÜ, KD DİNGEÇ, DM DEMİRÖZ
Akdeniz İİBF Dergisi 20 (1), 111-128, 2020
22020
A Fixed-Sample-Size Method for Estimating Steady-State Quantiles
A Lolos, C Alexopoulos, D Goldsman, KD Dingeç, AC Mokashi, JR Wilson
2023 Winter Simulation Conference (WSC), 457-468, 2023
12023
SQSTS: A Sequential Procedure for Estimating Steady-State Quantiles Using Standardized Time Series
A Lolos, JH Boone, C Alexopoulos, D Goldsman, KD Dingeç, A Mokashi, ...
Technical report, 2023
12023
Geometric-moment contraction, stationary processes, and their indicator processes
K Dingeç, D Goldsman, C Alexopoulos, A Lolos, JR Wilson
Technical report, Gebze Technical University, Georgia Institute of …, 2022
12022
New control variates for Lévy process models
KD Dingeç, W Hörmann
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012
12012
An Empirical Analysis of Scientific and Technological Knowledge and Manufacturing Linkages: South Korea, Mexico and Turkey
E Tahsin, F Börü, KD Dingeç
International Journal of Innovation and Technology Management 20 (04), 2350024, 2023
2023
A Monte Carlo Simulation Analysis of the NARDL Method with Regard to Cryptocurrencies
A Aça, KD Dingeç
EKOIST Journal of Econometrics and Statistics, 37-48, 2023
2023
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Artiklar 1–20