2008 |
10 | EE | Gang Zhao,
Pirooz Vakili:
Monotonicity and stratification.
Winter Simulation Conference 2008: 313-319 |
9 | EE | Tarik Borogovac,
Pirooz Vakili:
Control variate technique: A constructive approach.
Winter Simulation Conference 2008: 320-327 |
8 | EE | Tarik Borogovac,
F. J. Alexander,
Pirooz Vakili:
A Control Variate Approach for Improving Efficiency of Ensemble Monte Carlo
CoRR abs/0809.3187: (2008) |
2007 |
7 | EE | Gang Zhao,
Tarik Borogovac,
Pirooz Vakili:
Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC).
Winter Simulation Conference 2007: 984-991 |
2006 |
6 | EE | Gang Zhao,
Yakun Zhou,
Pirooz Vakili:
A new efficient simulation strategy for pricing path-dependent options.
Winter Simulation Conference 2006: 703-710 |
2004 |
5 | EE | J. Q. Hu,
Pirooz Vakili,
Lei Huang:
Capacity and Production Managment in a Single Product Manufacturing System.
Annals OR 125(1-4): 191-204 (2004) |
1995 |
4 | EE | Pirooz Vakili:
Variance Reduction for Discrete Event Systems Driven by Poisson Processes.
Winter Simulation Conference 1995: 278-284 |
1993 |
3 | EE | Simon Streltsov,
Pirooz Vakili:
Parallel replicated simulation of Markov chains: implementation and variance reduction.
Winter Simulation Conference 1993: 430-436 |
1992 |
2 | EE | Paul Glasserman,
Pirooz Vakili:
Correlation of Markov Chains Simulated in Parallel.
Winter Simulation Conference 1992: 475-482 |
1 | EE | Pirooz Vakili:
Massively Parallel and Distributed Simulation of a Class of Discrete Event Systems: A Different Perspective.
ACM Trans. Model. Comput. Simul. 2(3): 214-238 (1992) |