Items where Author is "Sak, Halis"
Group by: Item Type | No Grouping Number of items: 4. Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2010) Better Confidence Intervals for Importance Sampling. Research Report Series / Department of Statistics and Mathematics, 106. WU Vienna University of Economics and Business, Vienna. Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef and Sak, Halis (2009) Efficient Numerical Inversion for Financial Simulations. Research Report Series / Department of Statistics and Mathematics, 87. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna. Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2008) Efficient Risk Simulations for Linear Asset Portfolios. Research Report Series / Department of Statistics and Mathematics, 80. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna. Sak, Halis (2008) Efficient Simulations in Finance. Research Report Series / Department of Statistics and Mathematics, 71. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna. |