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 | 39 | 2021 |
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 | 37 | 2013 |
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 | 37 | 2012 |
Control variates and conditional Monte Carlo for basket and Asian options KD Dingeç, W Hörmann Insurance: Mathematics and Economics 52 (3), 421-434, 2013 | 26 | 2013 |
Variance reduction for Asian options under a general model framework KD Dingec, H Sak, W Hörmann Review of Finance 19 (2), 907-949, 2015 | 17 | 2015 |
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 | 9 | 2020 |
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 | 6 | 2022 |
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 | 6 | 2015 |
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 | 6 | 2013 |
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 | 5 | 2011 |
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 | 4 | 2014 |
Option pricing by simulation KD Dingeç Doktora Tezi, Bogaziçi Üniversitesi, Đstanbul, 2013 | 4 | 2013 |
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 | 2 | 2022 |
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 | 2 | 2020 |
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 | 1 | 2023 |
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 | 1 | 2023 |
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 | 1 | 2022 |
New control variates for Lévy process models KD Dingeç, W Hörmann Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012 | 1 | 2012 |
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 |