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Filters: Author is Başoğlu, İsmail [Clear All Filters]
"Optimally stratified importance sampling for portfolio risk with multiple loss thresholds", Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
"Efficient simulations for a Bernoulli mixture model of portfolio credit risk", Annals of Operations Research, vol. 260, pp. 113–128, 2018.