1. H. Sak, I. Basoglu, “Efficient Randomized Quasi-Monte Carlo Methods for Portfolio Market Risk,” Insurance: Mathematics and Economics, 76, 87-94, 2017 (ABS3)
2. K. D. Dingeç, H. Sak, and W. Hoermann, “Variance Reduction for Asian Options under a General Model Framework,” Review of Finance, 19 (2), 907-949, 2015 (FT50, ABS4)
3. H. Sak, W. Hoermann, “Fast Simulations in Credit Risk,” Quantitative Finance, 12 (10), 1557-1569, 2012 (ABS3)
4. H. Sak, W. Hoermann, and J. Leydold, “Efficient Risk simulations for Linear Asset Portfolios in the t-Copula Model,” European Journal of Operational Research, 202, 802-809, 2010 (ABS4)
