2008 |
11 | EE | Bruce E. Ankenman,
Barry L. Nelson,
Jeremy Staum:
Stochastic kriging for simulation metamodeling.
Winter Simulation Conference 2008: 362-370 |
10 | EE | R. Evren Baysal,
Barry L. Nelson,
Jeremy Staum:
Response surface methodology for simulating hedging and trading strategies.
Winter Simulation Conference 2008: 629-637 |
2007 |
9 | EE | Hai Lan,
Barry L. Nelson,
Jeremy Staum:
A confidence interval for tail conditional expectation via two-level simulation.
Winter Simulation Conference 2007: 949-957 |
2006 |
8 | 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 |
7 | EE | Barry L. Nelson,
Jeremy Staum:
Control variates for screening, selection, and estimation of the best.
ACM Trans. Model. Comput. Simul. 16(1): 52-75 (2006) |
2004 |
6 | EE | Vadim Lesnevski,
Barry L. Nelson,
Jeremy Staum:
Simulation of Coherent Risk Measures.
Winter Simulation Conference 2004: 1579- |
2003 |
5 | EE | Jeremy Staum:
State of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing.
Winter Simulation Conference 2003: 258-266 |
4 | EE | Jeremy Staum,
Samuel Ehrlichman,
Vadim Lesnevski:
New simulation methodology for finance: work reduction in financial simulations.
Winter Simulation Conference 2003: 310-318 |
2002 |
3 | EE | Jeremy Staum:
Simulation in financial engineering: simulation in financial engineering.
Winter Simulation Conference 2002: 1481-1492 |
2001 |
2 | EE | Jeremy Staum:
Option pricing: simulation in financial engineering.
Winter Simulation Conference 2001: 123-133 |
1 | EE | Paul Glasserman,
Jeremy Staum:
Simulation in financial engineering: stopping simulated paths early.
Winter Simulation Conference 2001: 318-324 |