| 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 |
