Giray Ökten
Giray Ökten
Professor of Mathematics, Florida State University
Verified email at - Homepage
Cited by
Cited by
Randomized quasi-Monte Carlo methods in pricing securities
G Ökten, W Eastman
Journal of Economic Dynamics and Control 28 (12), 2399-2426, 2004
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
A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications
G Ökten
Walter de Gruyter, Berlin/New York 2 (4), 255-270, 1996
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
Randomized quasi-Monte Carlo methods in global sensitivity analysis
G Ökten, Y Liu
Reliability Engineering & System Safety 210, 107520, 2021
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
Parallel quasi-Monte Carlo methods on a heterogeneous cluster
G Ökten, A Srinivasan
Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference …, 2002
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
Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences
G Ökten
Journal of Complexity 25 (4), 318-331, 2009
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
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
Error reduction techniques in quasi-Monte Carlo integration
G Ökten
Mathematical and computer modelling 30 (7-8), 61-69, 1999
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
Error estimation for quasi-Monte Carlo methods
G Ökten
Monte Carlo and Quasi-Monte Carlo Methods 1996, 353-368, 1998
Accurate construction of high dimensional model representation with applications to uncertainty quantification
Y Liu, MY Hussaini, G Ökten
Reliability Engineering & System Safety 152, 281-295, 2016
Global sensitivity analysis for the Rothermel model based on high-dimensional model representation
Y Liu, MY Hussaini, G Ökten
Canadian Journal of Forest Research 45 (11), 1474-1479, 2015
Parameterization based on randomized quasi-Monte Carlo methods
G Ökten, M Willyard
Parallel Computing 36 (7), 415-422, 2010
Contributions to the theory of Monte Carlo and quasi-Monte Carlo methods
G Okten
The Claremont Graduate University, 1997
Solving linear equations by Monte Carlo simulation
G Ökten
SIAM Journal on Scientific Computing 27 (2), 511-531, 2005
High-performance financial simulation using randomized quasi-Monte Carlo methods
L Xu, G Ökten
Quantitative Finance 15 (8), 1425-1436, 2015
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