John M. Charnes

Barry R. Cobb, John M. Charnes: A graphical method for valuing switching options. JORS 61(11): 1596-1606 (2010)

Barry R. Cobb, John M. Charnes: Real options valuation. Winter Simulation Conference 2007: 173-182

John M. Charnes, Prakash P. Shenoy: Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation. Management Science 50(3): 405-418 (2004)

Barry R. Cobb, John M. Charnes: Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization. Winter Simulation Conference 2004: 1637-

Barry R. Cobb, John M. Charnes: Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation. Winter Simulation Conference 2003: 343-350

Jane L. Snowdon, John M. Charnes (Eds.): Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002. ACM 2002, isbn 0-7803-7615-3

John M. Charnes: Options pricing: using simulation for option pricing. Winter Simulation Conference 2000: 151-157

John M. Charnes: Tests for special causes with multivariate autocorrelated data. Computers & OR 22(4): 443-453 (1995)

John M. Charnes: Analyzing Multivariate Output. Winter Simulation Conference 1995: 201-208

John M. Charnes, Evelyn I. Chen: Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processes. Winter Simulation Conference 1994: 312-315

John M. Charnes, John S. Carson II, Merriel C. Dewsnup, Andrew F. Seila, Jeffrey D. Tew, Randall P. Sadowski: Output analysis research: why bother? (panel discussion). Winter Simulation Conference 1994: 399-405

John M. Charnes: Statistical analysis of output processes. Winter Simulation Conference 1993: 41-49

John M. Charnes: Multivariate simulation output analysis. Winter Simulation Conference 1991: 187-193

John M. Charnes: Power comparisons for the multivariate batch-means method. Winter Simulation Conference 1990: 281-287