2 sonucu aktar:
Yazar Başlık [ Tür(Desc)] Yıl
Süzgeçler: Yazar: Başoğlu, İsmail  [Clear All Filters]
Journal Article
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.
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.