2005 |
6 | EE | Eduardo Saliby,
Jaqueline T. M. Marins,
Josete F. dos Santos:
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling.
Winter Simulation Conference 2005: 1869-1875 |
2002 |
5 | EE | Eduardo Saggioro Garcia,
Caio Fiuza Silva,
Eduardo Saliby:
Warehousing and inventory management: a simulation model to validate and evaluate the adequacy of an analytical expression for proper safety stock sizing.
Winter Simulation Conference 2002: 1282-1288 |
4 | EE | Eduardo Saliby,
Flavio Pacheco:
financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling.
Winter Simulation Conference 2002: 1606-1610 |
3 | EE | Caio Fiuza Silva,
Eduardo Saggioro Garcia,
Eduardo Saliby:
General applications 1: soccer championship analysis using monte carlo simulation.
Winter Simulation Conference 2002: 2011-2016 |
2 | EE | Leonardo Chwif,
Marcos Ribeiro Pereira Barretto,
Eduardo Saliby:
Supply chain analysis: supply chain analysis: spreadsheet or simulation?
Winter Simulation Conference 2002: 59-66 |
1997 |
1 | EE | Eduardo Saliby:
Descriptive Sampling: An Improvement over Latin Hypercube Sampling.
Winter Simulation Conference 1997: 230-233 |