Halis Sak

Halis Sak

Shenzhen University - Shenzhen / China
Engineering & Technology / Computer Science
AD Scientific Index ID: 4571582
深圳大学
person_outline Halis Sak's MOST POPULAR ARTICLES
1-) Efficient risk simulations for linear asset portfolios in the t-copula model European Journal of Operational Research 202 (3), 802-809, 2010
2-) Fast simulations in credit risk Quantitative Finance, 2011
3-) Parallel computing in Asian option pricing Parallel Computing 33 (2), 92-108, 2007
4-) Variance reduction for Asian options under a general model framework Review of Finance 19 (2), 907-949, 2015
5-) Efficient numerical inversion for financial simulations Monte Carlo and Quasi-Monte Carlo Methods 2008, 297-304, 2009