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Jeremy Staum

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2008
11EEBruce E. Ankenman, Barry L. Nelson, Jeremy Staum: Stochastic kriging for simulation metamodeling. Winter Simulation Conference 2008: 362-370
10EER. Evren Baysal, Barry L. Nelson, Jeremy Staum: Response surface methodology for simulating hedging and trading strategies. Winter Simulation Conference 2008: 629-637
2007
9EEHai Lan, Barry L. Nelson, Jeremy Staum: A confidence interval for tail conditional expectation via two-level simulation. Winter Simulation Conference 2007: 949-957
2006
8EEVadim Lesnevski, Barry L. Nelson, Jeremy Staum: An adaptive procedure for estimating coherent risk measures based on generalized scenarios. Winter Simulation Conference 2006: 733-740
7EEBarry 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
6EEVadim Lesnevski, Barry L. Nelson, Jeremy Staum: Simulation of Coherent Risk Measures. Winter Simulation Conference 2004: 1579-
2003
5EEJeremy Staum: State of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing. Winter Simulation Conference 2003: 258-266
4EEJeremy Staum, Samuel Ehrlichman, Vadim Lesnevski: New simulation methodology for finance: work reduction in financial simulations. Winter Simulation Conference 2003: 310-318
2002
3EEJeremy Staum: Simulation in financial engineering: simulation in financial engineering. Winter Simulation Conference 2002: 1481-1492
2001
2EEJeremy Staum: Option pricing: simulation in financial engineering. Winter Simulation Conference 2001: 123-133
1EEPaul Glasserman, Jeremy Staum: Simulation in financial engineering: stopping simulated paths early. Winter Simulation Conference 2001: 318-324

Coauthor Index

1Bruce E. Ankenman [11]
2R. Evren Baysal [10]
3Samuel Ehrlichman [4]
4Paul Glasserman [1]
5Hai Lan [9]
6Vadim Lesnevski [4] [6] [8]
7Barry L. Nelson [6] [7] [8] [9] [10] [11]

Colors in the list of coauthors

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