Giray Ökten
Giray Ökten
Professor of Mathematics, Florida State University
Verified email at math.fsu.edu - Homepage
Title
Cited by
Cited by
Year
Randomized quasi-Monte Carlo methods in pricing securities
G Ökten, W Eastman
Journal of Economic Dynamics and Control 28 (12), 2399-2426, 2004
812004
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
G Ökten, B Tuffin, V Burago
Journal of Complexity 22 (4), 435-458, 2006
632006
A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications
G Ökten
Monte Carlo Methods and Applications 2 (4), 255-270, 1996
531996
Parallel quasi-Monte Carlo methods on a heterogeneous cluster
G Ökten, A Srinivasan
Monte Carlo and Quasi-Monte Carlo Methods 2000, 406-421, 2002
352002
On evaluating Weibull fits to mechanical testing data
M Tiryakioğlu, D Hudak, G Ökten
Materials Science and Engineering: A 527 (1-2), 397-399, 2009
302009
Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?
G Ökten, A Göncü
Mathematical and Computer Modelling 53 (5-6), 1268-1281, 2011
282011
Simulation estimation of mixed discrete choice models with the use of randomized quasi–monte carlo sequences: A comparative study
A Sivakumar, CR Bhat, G Ökten
Transportation Research Record 1921 (1), 112-122, 2005
272005
Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences
G Ökten
Journal of Complexity 25 (4), 318-331, 2009
252009
Error reduction techniques in quasi-Monte Carlo integration
G Ökten
Mathematical and computer modelling 30 (7-8), 61-69, 1999
241999
Parametric uncertainty quantification in the Rothermel model with randomised quasi-Monte Carlo methods
Y Liu, E Jimenez, MY Hussaini, G Ökten, S Goodrick
International Journal of Wildland Fire 24 (3), 307-316, 2015
172015
Parameterization based on randomized quasi-Monte Carlo methods
G Okten, M Willyard
2008 IEEE International Symposium on Parallel and Distributed Processing, 1-7, 2008
172008
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
G Ökten, E Salta, A Göncü
Mathematical and Computer Modelling 47 (3-4), 484-494, 2008
172008
MATHEMATICA in Educ
G Okten
Res 8, 52, 1999
171999
Contributions to the theory of Monte Carlo and quasi-Monte Carlo methods
G Okten
Universal-Publishers, 1999
161999
Error estimation for quasi-Monte Carlo methods
G Ökten
Monte Carlo and Quasi-Monte Carlo Methods 1996, 353-368, 1998
161998
Random and deterministic digit permutations of the Halton sequence
G Ökten, M Shah, Y Goncharov
Monte Carlo and Quasi-Monte Carlo Methods 2010, 609-622, 2012
152012
Solving linear equations by Monte Carlo simulation
G Ökten
SIAM Journal on Scientific Computing 27 (2), 511-531, 2005
152005
Quasi-Monte Carlo Methods in Option Pricing
G Okten
Mathematica in Education and Research 8 (3/4), 52-57, 1999
151999
Some anomalies arising from bandwagons that impart upward sloping segments to market demand
M Gisser, J McClure, G Ökten, G Santoni
Econ Journal Watch 6 (1), 21-34, 2009
142009
Applications of a hybrid-Monte Carlo sequence to option pricing
G Ökten
Monte-Carlo and Quasi-Monte Carlo Methods 1998, 391-406, 2000
142000
The system can't perform the operation now. Try again later.
Articles 1–20