@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} }