2008 |
24 | EE | Peter W. Glynn,
Sandeep Juneja:
A large deviations view of asymptotic efficiency for simulation estimators.
Winter Simulation Conference 2008: 396-406 |
23 | EE | Jose Blanchet,
Sandeep Juneja,
Leonardo Rojas-Nandayapa:
Efficient tail estimation for sums of correlated lognormals.
Winter Simulation Conference 2008: 607-614 |
22 | EE | Sandeep Juneja:
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization.
Winter Simulation Conference 2008: 621-628 |
2007 |
21 | EE | Sandeep Juneja,
R. L. Karandikar,
Perwez Shahabuddin:
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables.
ACM Trans. Model. Comput. Simul. 17(2): (2007) |
20 | EE | Sigrún Andradóttir,
Paul Glasserman,
Peter W. Glynn,
Philip Heidelberger,
Sandeep Juneja:
Perwez Shahabuddin, 1962--2005: A professional appreciation.
ACM Trans. Model. Comput. Simul. 17(2): (2007) |
19 | 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) |
18 | EE | Sandeep Juneja:
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error.
Queueing Syst. 57(2-3): 115-127 (2007) |
2006 |
17 | EE | Achal Bassamboo,
Sandeep Juneja:
Optimal resource allocation in two stage sampling of input distributions.
Winter Simulation Conference 2006: 216-221 |
16 | EE | Soumyadip Ghosh,
Sandeep Juneja:
Computing worst-case tail probabilities in credit risk.
Winter Simulation Conference 2006: 246-254 |
15 | EE | Michael Gordy,
Sandeep Juneja:
Efficient simulation for risk measurement in portfolio of CDOS.
Winter Simulation Conference 2006: 749-756 |
2005 |
14 | EE | Achal Bassamboo,
Sandeep Juneja,
Assaf J. Zeevi:
Expected shortfall in credit portfolios with extremal dependence.
Winter Simulation Conference 2005: 1849-1858 |
13 | EE | Nomesh Bolia,
Sandeep Juneja:
Function-approximation-based perfect control variates for pricing American options.
Winter Simulation Conference 2005: 1876-1883 |
12 | EE | Achal Bassamboo,
Sandeep Juneja,
Assaf J. Zeevi:
Importance sampling simulation in the presence of heavy tails.
Winter Simulation Conference 2005: 664-672 |
11 | EE | Sandeep Juneja,
Victor F. Nicola:
Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback.
ACM Trans. Model. Comput. Simul. 15(4): 281-315 (2005) |
2004 |
10 | EE | Peter W. Glynn,
Sandeep Juneja:
A Large Deviations Perspective on Ordinal Optimization.
Winter Simulation Conference 2004: 577-585 |
9 | EE | Nomesh Bolia,
Sandeep Juneja,
Paul Glasserman:
Function-Approximation-Based Importance Sampling for Pricing American Options.
Winter Simulation Conference 2004: 604-611 |
8 | EE | R. S. Randhawa,
Sandeep Juneja:
Combining importance sampling and temporal difference control variates to simulate Markov Chains.
ACM Trans. Model. Comput. Simul. 14(1): 1-30 (2004) |
2002 |
7 | EE | Sandeep Juneja,
Perwez Shahabuddin:
Simulating heavy tailed processes using delayed hazard rate twisting.
ACM Trans. Model. Comput. Simul. 12(2): 94-118 (2002) |
2001 |
6 | EE | Johara Shahabuddin,
Abhay Chrungoo,
Vishu Gupta,
Sandeep Juneja,
Sanjiv Kapoor,
Arun Kumar:
Stream-Packing: Resource Allocation in Web Server Farms with a QoS Guarantee.
HiPC 2001: 182-191 |
5 | | Achal Bassamboo,
Manish Gupta,
Sandeep Juneja:
Efficient Winner Determination Techniques for Internet Multi-Unit Auctions.
I3E 2001: 417-430 |
1999 |
4 | EE | Sandeep Juneja,
Perwez Shahabuddin,
Anurag Chandra:
Simulating heavy tailed processes using delayed hazard rate twisting.
Winter Simulation Conference 1999: 420-427 |
3 | EE | Sandeep Juneja,
Perwez Shahabuddin:
Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract).
SIGMETRICS Performance Evaluation Review 27(3): 20-22 (1999) |
1994 |
2 | | Cheng-Shang Chang,
Philip Heidelberger,
Sandeep Juneja,
Perwez Shahabuddin:
Effective Bandwidth and Fast Simulation of ATM Intree Networks.
Perform. Eval. 20(1-3): 45-65 (1994) |
1992 |
1 | | Sandeep Juneja,
Perwez Shahabuddin:
Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies.
FTCS 1992: 150-159 |