2006 | ||
---|---|---|
3 | EE | Vadim Lesnevski, Barry L. Nelson, Jeremy Staum: An adaptive procedure for estimating coherent risk measures based on generalized scenarios. Winter Simulation Conference 2006: 733-740 |
2004 | ||
2 | EE | Vadim Lesnevski, Barry L. Nelson, Jeremy Staum: Simulation of Coherent Risk Measures. Winter Simulation Conference 2004: 1579- |
2003 | ||
1 | EE | Jeremy Staum, Samuel Ehrlichman, Vadim Lesnevski: New simulation methodology for finance: work reduction in financial simulations. Winter Simulation Conference 2003: 310-318 |
1 | Samuel Ehrlichman | [1] |
2 | Barry L. Nelson | [2] [3] |
3 | Jeremy Staum | [1] [2] [3] |