The following pages link to Halis Sak (Q622214):
Displaying 11 items.
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011) (← links)
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING (Q3067164) (← links)
- Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model (Q3068190) (← links)
- Optimization under supplier portfolio risk considering breach of contract and market risks (Q3119668) (← links)
- Efficient Numerical Inversion for Financial Simulations (Q3405443) (← links)
- Variance Reduction for Asian Options under a General Model Framework* (Q4554735) (← links)
- Fast simulations in credit risk (Q5745630) (← links)
- Optimally stratified importance sampling for portfolio risk with multiple loss thresholds (Q5746726) (← links)