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Randomized quasi-Monte Carlo methods in pricing securities

Ökten, Giray; Eastman, Warren - In: Journal of economic dynamics & control 28 (2004) 12, pp. 2399-2426

Persistent link: https://www.econbiz.de/10006754433

Randomized quasi-Monte Carlo methods in pricing securities

Okten, Giray; Eastman, Warren - In: Journal of Economic Dynamics and Control 28 (2004) 12, pp. 2399-2426

Persistent link: https://www.econbiz.de/10005229268

Some anomalies arising from bandwagons that impart upward-sloping segments to market demand

Gisser, Micha; McClure, James E.; Ökten, Giray; … - 2008

Persistent link: https://www.econbiz.de/10008650243

Estimating sensitivities of temperature-based weather derivatives

Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955

Persistent link: https://www.econbiz.de/10010513460

Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall

Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77

Persistent link: https://www.econbiz.de/10012052921

Some Anomalies Arising from Bandwagons that Impart Upward-Sloping Segments to Market Demand

Gisser, Micha; McClure, James E.; Ökten, Giray; … - Department of Economics, Ball State University - 2008

In Gary Becker’s (1991) theory of bandwagon effects, a portion of market demand is positively sloped. In this, he ignores Harvey Leibenstein’s (1950) hypothesis that market demands for bandwagon goods are everywhere negatively sloped (stemming from scarcity imposed constraints). A...

Persistent link: https://www.econbiz.de/10005163069