 | 2008 |
|---|
| 12 |       | Bruce E. Ankenman,
Barry L. Nelson,
Jeremy Staum:
Stochastic kriging for simulation metamodeling.
Winter Simulation Conference 2008: 362-370 |
| 11 | | R. Evren Baysal,
Barry L. Nelson,
Jeremy Staum:
Response surface methodology for simulating hedging and trading strategies.
Winter Simulation Conference 2008: 629-637 |
| 2007 |
|---|
| 10 | | 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 |
|---|
| 9 | | 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 |
| 8 | | 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 |
|---|
| 7 | | Vadim Lesnevski,
Barry L. Nelson,
Jeremy Staum:
Simulation of Coherent Risk Measures.
Winter Simulation Conference 2004: 1579- |
| 2003 |
|---|
| 6 | | Jeremy Staum:
State of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing.
Winter Simulation Conference 2003: 258-266 |
| 5 | | Jeremy Staum,
Samuel Ehrlichman,
Vadim Lesnevski:
New simulation methodology for finance: work reduction in financial simulations.
Winter Simulation Conference 2003: 310-318 |
| 4 | | Paul Glasserman,
Jeremy Staum:
Resource Allocation Among Simulation Time Steps.
Operations Research 51(6): 908-921 (2003) |
| 2002 |
|---|
| 3 | | Jeremy Staum:
Simulation in financial engineering: simulation in financial engineering.
Winter Simulation Conference 2002: 1481-1492 |
| 2001 |
|---|
| 2 | | Jeremy Staum:
Option pricing: simulation in financial engineering.
Winter Simulation Conference 2001: 123-133 |
| 1 | | Paul Glasserman,
Jeremy Staum:
Simulation in financial engineering: stopping simulated paths early.
Winter Simulation Conference 2001: 318-324 |
