2007 |
7 | EE | Achal Bassamboo,
Sandeep Juneja,
Assaf J. Zeevi:
On the inefficiency of state-independent importance sampling in the presence of heavy tails.
Oper. Res. Lett. 35(2): 251-260 (2007) |
2006 |
6 | EE | Achal Bassamboo,
Sandeep Juneja:
Optimal resource allocation in two stage sampling of input distributions.
Winter Simulation Conference 2006: 216-221 |
5 | EE | Achal Bassamboo,
Sachin Jain:
Efficient importance sampling for reduced form models in credit risk.
Winter Simulation Conference 2006: 741-748 |
2005 |
4 | EE | Achal Bassamboo,
Sandeep Juneja,
Assaf J. Zeevi:
Expected shortfall in credit portfolios with extremal dependence.
Winter Simulation Conference 2005: 1849-1858 |
3 | EE | Achal Bassamboo,
Sandeep Juneja,
Assaf J. Zeevi:
Importance sampling simulation in the presence of heavy tails.
Winter Simulation Conference 2005: 664-672 |
2 | EE | Achal Bassamboo,
J. Harrison,
Assaf J. Zeevi:
Dynamic Routing and Admission Control in High-Volume Service Systems: Asymptotic Analysis via Multi-Scale Fluid Limits.
Queueing Syst. 51(3-4): 249-285 (2005) |
2001 |
1 | | Achal Bassamboo,
Manish Gupta,
Sandeep Juneja:
Efficient Winner Determination Techniques for Internet Multi-Unit Auctions.
I3E 2001: 417-430 |