Parallel computing in Asian option pricing. - Halis Sak; Süleyman Özekici; Ilkay Boduroglu (Parallel Comput., 2007)

Better confidence intervals for importance sampling. - Halis Sak; Josef Leydold (WSC, 2008)

Efficient risk simulations for linear asset portfolios in the t-copula model. - Halis Sak; Wolfgang Hörmann; Josef Leydold (Eur. J. Oper. Res., 2010)

Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model. - Halis Sak (Monte Carlo Methods Appl., 2010)

t-Copula generation for control variates. - Wolfgang Hörmann; Halis Sak (Math. Comput. Simul., 2010)

Efficient simulations for a Bernoulli mixture model of portfolio credit risk. - Ismail Basoglu; Wolfgang Hörmann; Halis Sak (Ann. Oper. Res., 2018)

Optimization under supplier portfolio risk considering breach of contract and market risks. - Qi Wu; Halis Sak; Sridhar Seshadri; Çagri Haksöz (Risk Decis. Anal., 2018)