@article {1161,
	title = {Efficient simulations for a Bernoulli mixture model of portfolio credit risk},
	journal = {Annals of Operations Research},
	volume = {260},
	year = {2018},
	pages = {113{\textendash}128},
	author = {Ba{\c s}o{\u g}lu, {\.I}smail and Wolfgang H{\"o}rmann and Sak, Halis}
}
@article {bacsouglu2013optimally,
	title = {Optimally stratified importance sampling for portfolio risk with multiple loss thresholds},
	journal = {Optimization},
	volume = {62},
	number = {11},
	year = {2013},
	pages = {1451{\textendash}1471},
	publisher = {Taylor \& Francis},
	author = {Ba{\c s}o{\u g}lu, {\.I}smail and Wolfgang H{\"o}rmann and Sak, Halis}
}
@article {sak2012fast,
	title = {Fast simulations in credit risk},
	journal = {Quantitative Finance},
	volume = {12},
	number = {10},
	year = {2012},
	pages = {1557{\textendash}1569},
	publisher = {Routledge},
	author = {Sak, Halis and Wolfgang H{\"o}rmann}
}
@article {hormann2010t,
	title = {t-Copula generation for control variates},
	journal = {Mathematics and Computers in Simulation},
	volume = {81},
	number = {4},
	year = {2010},
	pages = {782{\textendash}790},
	publisher = {North-Holland},
	author = {Wolfgang H{\"o}rmann and Sak, Halis}
}
@conference {Derflinger;Hoermann;Leydold;Sak:2009a,
	title = {Efficient Numerical Inversion for Financial Simulations},
	booktitle = {Monte Carlo and Quasi-Monte Carlo Methods 2008},
	year = {2009},
	pages = {297{\textendash}304},
	publisher = {Springer-Verlag},
	organization = {Springer-Verlag},
	address = {Heidelberg},
	author = {Derflinger, Gerhard and Wolfgang H{\"o}rmann and Leydold, Josef and Sak, Halis}
}
