Sandeep Juneja

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24EEPeter W. Glynn, Sandeep Juneja: A large deviations view of asymptotic efficiency for simulation estimators. Winter Simulation Conference 2008: 396-406
23EEJose Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa: Efficient tail estimation for sums of correlated lognormals. Winter Simulation Conference 2008: 607-614
22EESandeep Juneja: Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. Winter Simulation Conference 2008: 621-628
21EESandeep 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)
20EESigrún 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)
19EEAchal 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)
18EESandeep Juneja: Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error. Queueing Syst. 57(2-3): 115-127 (2007)
17EEAchal Bassamboo, Sandeep Juneja: Optimal resource allocation in two stage sampling of input distributions. Winter Simulation Conference 2006: 216-221
16EESoumyadip Ghosh, Sandeep Juneja: Computing worst-case tail probabilities in credit risk. Winter Simulation Conference 2006: 246-254
15EEMichael Gordy, Sandeep Juneja: Efficient simulation for risk measurement in portfolio of CDOS. Winter Simulation Conference 2006: 749-756
14EEAchal Bassamboo, Sandeep Juneja, Assaf J. Zeevi: Expected shortfall in credit portfolios with extremal dependence. Winter Simulation Conference 2005: 1849-1858
13EENomesh Bolia, Sandeep Juneja: Function-approximation-based perfect control variates for pricing American options. Winter Simulation Conference 2005: 1876-1883
12EEAchal Bassamboo, Sandeep Juneja, Assaf J. Zeevi: Importance sampling simulation in the presence of heavy tails. Winter Simulation Conference 2005: 664-672
11EESandeep 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)
10EEPeter W. Glynn, Sandeep Juneja: A Large Deviations Perspective on Ordinal Optimization. Winter Simulation Conference 2004: 577-585
9EENomesh Bolia, Sandeep Juneja, Paul Glasserman: Function-Approximation-Based Importance Sampling for Pricing American Options. Winter Simulation Conference 2004: 604-611
8EER. 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)
7EESandeep Juneja, Perwez Shahabuddin: Simulating heavy tailed processes using delayed hazard rate twisting. ACM Trans. Model. Comput. Simul. 12(2): 94-118 (2002)
6EEJohara 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
4EESandeep Juneja, Perwez Shahabuddin, Anurag Chandra: Simulating heavy tailed processes using delayed hazard rate twisting. Winter Simulation Conference 1999: 420-427
3EESandeep Juneja, Perwez Shahabuddin: Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). SIGMETRICS Performance Evaluation Review 27(3): 20-22 (1999)
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)
1 Sandeep Juneja, Perwez Shahabuddin: Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. FTCS 1992: 150-159

Coauthor Index

1Sigrún Andradóttir [20]
2Achal Bassamboo [5] [12] [14] [17] [19]
3Jose Blanchet [23]
4Nomesh Bolia [9] [13]
5Anurag Chandra [4]
6Cheng-Shang Chang [2]
7Abhay Chrungoo [6]
8Soumyadip Ghosh [16]
9Paul Glasserman [9] [20]
10Peter W. Glynn [10] [20] [24]
11Michael Gordy [15]
12Manish Gupta [5]
13Vishu Gupta [6]
14Philip Heidelberger [2] [20]
15Sanjiv Kapoor [6]
16R. L. Karandikar [21]
17Arun Kumar [6]
18Victor F. Nicola [11]
19R. S. Randhawa [8]
20Leonardo Rojas-Nandayapa [23]
21Johara Shahabuddin [6]
22Perwez Shahabuddin [1] [2] [3] [4] [7] [21]
23Assaf J. Zeevi [12] [14] [19]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)