Kaynar, Bahar, 1982-
Bahar Kaynar Ph.D. Vrije Universiteit Amsterdam 2012
VIAF ID: 284147190 (Personal)
Permalink: http://viaf.org/viaf/284147190
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Works
Title | Sources |
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Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers | |
The cross-entropy method with patching for rare-event simulation of large Markov chains | |
Finite-state Markov chains obey Benford's law | |
Rare event simulation techniques for stochastic design problems in Markovian setting |