17 citations
- Istanbul Technical UniversityTR3 papers
- Istanbul UniversityTR3 papers
- Institute for Research in Fundamental SciencesIR2 papers
- Kadir Has UniversityTR2 papers
- Massachusetts Institute of TechnologyUS2 papers
- Sabancı ÜniversitesiTR2 papers
- University of Beira InteriorPT2 papers
- University of GuilanIR2 papers
- Forschungszentrum JülichDE1 paper
- IkerbasqueES1 paper
- Jülich Aachen Research AllianceDE1 paper
- University of PatrasGR1 paper
Showing 2015Show all
3 papers · 1 filter
q-fin.RM2015★ 9 cited
Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk
Halis Sak, İsmail Başoğlu
We consider the problem of simulating loss probabilities and conditional excesses for linear asset portfolios under the t-copula model. Although in the literature on market risk ma…
math.NA2015
Numerical solution for a general class of nonlocal nonlinear wave equations
Handan Borluk, Gulcin M. Muslu
A class of nonlocal nonlinear wave equation arises from the modeling of a one dimensional motion in a nonlinearly, nonlocally elastic medium. The equation involves a kernel functio…
math.NA2015★ 1 cited
Higher order dispersive effects in regularized Boussinesq equation
Goksu Topkarci, Handan Borluk, Gulcin M. Muslu
In this paper, we consider the higher order Boussinesq (HBq) equation which models the bi-directional propagation of longitudinal waves in various continuous media. The equation co…