Halis Sak

Available identifiers

zbMath Open sak.halisMaRDI QIDQ622214

List of research outcomes

Publication	Date of Publication	Type
Optimization under supplier portfolio risk considering breach of contract and market risks	2019-03-12	Paper
Variance Reduction for Asian Options under a General Model Framework*	2018-11-09	Paper
Efficient simulations for a Bernoulli mixture model of portfolio credit risk	2018-03-02	Paper
Efficient randomized quasi-Monte Carlo methods for portfolio market risk	2017-09-19	Paper
Optimally stratified importance sampling for portfolio risk with multiple loss thresholds	2014-02-07	Paper
Fast simulations in credit risk	2014-01-30	Paper
\(t\)-Copula generation for control variates	2011-01-31	Paper
BETTER CONFIDENCE INTERVALS FOR IMPORTANCE SAMPLING	2011-01-20	Paper
Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model	2011-01-13	Paper
Efficient Numerical Inversion for Financial Simulations	2010-02-15	Paper
Efficient risk simulations for linear asset portfolios in the \(t\)-copula model	2009-11-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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