Halis Sak

According to our database, Halis Sak authored at least 7 papers between 2007 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

Optimization under supplier portfolio risk considering breach of contract and market risks.

Qi Wu, Halis Sak, Sridhar Seshadri, Çagri Haksöz

Risk Decis. Anal., 2018

Efficient simulations for a Bernoulli mixture model of portfolio credit risk.

Ismail Basoglu, Wolfgang Hörmann, Halis Sak

Ann. Oper. Res., 2018

2010

t-Copula generation for control variates.

Wolfgang Hörmann, Halis Sak

Math. Comput. Simul., 2010

Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model.

Halis Sak

Monte Carlo Methods Appl., 2010

Efficient risk simulations for linear asset portfolios in the t-copula model.

Halis Sak, Wolfgang Hörmann, Josef Leydold

Eur. J. Oper. Res., 2010

2008

Better confidence intervals for importance sampling.

Halis Sak, Josef Leydold

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Parallel computing in Asian option pricing.

Halis Sak, Süleyman Özekici, Ilkay Boduroglu

Parallel Comput., 2007