Randomized quasi-Monte Carlo methods in global sensitivity analysis von Ökten, Giray, Liu, Yaning

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POLYNOMIAL CHAOS AS A CONTROL VARIATE METHOD von Fox, Jamie, Okten, Giray

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A goodness-of-fit test for copulas based on the collision test von Chen, Yiran, Ökten, Giray

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Learning shape metrics with Monte Carlo optimization von Cellat, Serdar, Fan, Yu, Mio, Washington, Ökten, Giray

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Probability and Simulation von Okten, Giray

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Global sensitivity analysis for the Rothermel model based on high-dimensional model representation von Liu, Yaning, M. Yousuff Hussaini, Giray Ökten

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Randomized Global Sensitivity Analysis and Model Robustness von Mandel, David, Ökten, Giray

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Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall von Tzeng, Yu-Ying, Beaumont, Paul M., Ökten, Giray

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Statistics for estimating the population average of a Lifshitz–Slyozov–Wagner (LSW) distribution von Tiryakioğlu, Murat, Ökten, Giray, Hudak, David

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A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance von Ökten, Giray, Tuffin, Bruno, Burago, Vadim

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On evaluating fit of the Lifshitz–Slyozov–Wagner (LSW) distribution to particle size data von Tiryakioğlu, Murat, Ökten, Giray, Hudak, David, Shuey, Ralph T., Suni, Jaakko P.

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Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform? von Ökten, Giray, Göncü, Ahmet

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Uniform point sets and the collision test von Göncü, Ahmet, Ökten, Giray

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Efficient simulation of a multi-factor stochastic volatility model von Göncü, Ahmet, Ökten, Giray

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Simulation Estimation of Mixed Discrete Choice Models with the Use of Randomized Quasi-Monte Carlo Sequences: A Comparative Study von Sivakumar, Aruna, Bhat, Chandra, Ökten, Giray

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Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences von Ökten, Giray

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Randomized quasi-Monte Carlo methods in pricing securities von Ökten, Giray, Eastman, Warren

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CAM Stochastic Volatility Model for Option Pricing von Huang, Wanwan, Ökten, Giray, Ewald, Brian

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On evaluating Weibull fits to mechanical testing data von Tiryakioğlu, Murat, Hudak, David, Ökten, Giray

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The Global Active Subspace Method von Yue, Ruilong, Ökten, Giray

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