2 sonucu aktar:
Yazar Başlık Tür [ Yıl(Desc)]
Süzgeçler: Yazar: Başoğlu, İsmail  [Clear All Filters]
2013
Başoğlu, İ., W. Hörmann, and H. Sak, "Optimally stratified importance sampling for portfolio risk with multiple loss thresholds", Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
2018
Başoğlu, İ., W. Hörmann, and H. Sak, "Efficient simulations for a Bernoulli mixture model of portfolio credit risk", Annals of Operations Research, vol. 260, pp. 113–128, 2018.