| Publication | Date of Publication | Type |
|---|
Variance Reduction Techniques for Estimating Value-at-Risk
Management Science | 2012-02-19 | Paper |
Perwez Shahabuddin, 1962--2005
ACM Transactions on Modeling and Computer Simulation | 2008-12-21 | Paper |
Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
Mathematical Finance | 2003-03-13 | Paper |
Multilevel splitting for estimating rare event probabilities
Operations Research | 2002-02-07 | Paper |
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Mathematical Finance | 2001-11-26 | Paper |
A large deviations perspective on the efficiency of multilevel splitting
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
A comparative study of parallel algorithms for simulating continuous time Markov chains
ACM Transactions on Modeling and Computer Simulation | 1998-04-23 | Paper |
Fast simulation of packet loss rates in a shared buffer communications switch
ACM Transactions on Modeling and Computer Simulation | 1998-04-05 | Paper |
Fast simulation of packet loss rates in a shared buffer communications switch
ACM Transactions on Modeling and Computer Simulation | 1998-04-05 | Paper |
Parallel execution for serial simulators
ACM Transactions on Modeling and Computer Simulation | 1998-01-14 | Paper |
| scientific article; zbMATH DE number 1103062 (Why is no real title available?) | 1998-01-12 | Paper |
| scientific article; zbMATH DE number 1008398 (Why is no real title available?) | 1997-05-12 | Paper |
Accelerating mean time to failure computations
Performance Evaluation | 1997-02-27 | Paper |
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation | 1996-08-21 | Paper |
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation | 1996-07-14 | Paper |
Optimistic parallel simulation of continuous time Markov chains using uniformization
Journal of Parallel and Distributed Computing | 1994-02-24 | Paper |
Jackknifing under a Budget Constraint
ORSA Journal on Computing | 1993-04-01 | Paper |
Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations
Management Science | 1992-09-27 | Paper |
Analysis of Initial Transient Deletion for Parallel Steady-State Simulations
SIAM Journal on Scientific and Statistical Computing | 1992-09-27 | Paper |
Analysis of initial transient deletion for replicated steady-state simulations
Operations Research Letters | 1992-06-28 | Paper |
Bias Properties of Budget Constrained Simulations
Operations Research | 1992-06-25 | Paper |
Analysis of parallel replicated simulations under a completion time constraint
ACM Transactions on Modeling and Computer Simulation | 1991-01-01 | Paper |
Sensitivity Analysis from Sample Paths Using Likelihoods
Management Science | 1989-01-01 | Paper |
Convergence Properties of Infinitesimal Perturbation Analysis Estimates
Management Science | 1988-01-01 | Paper |
Discrete Event Simulations and Parallel Processing: Statistical Properties
SIAM Journal on Scientific and Statistical Computing | 1988-01-01 | Paper |
Quantile Estimation in Dependent Sequences
Operations Research | 1984-01-01 | Paper |
Simulation Run Length Control in the Presence of an Initial Transient
Operations Research | 1983-01-01 | Paper |
Analytic Queueing Models for Programs with Internal Concurrency
IEEE Transactions on Computers | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 4050932 (Why is no real title available?) | 1982-01-01 | Paper |
A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
Management Science | 1982-01-01 | Paper |
Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods
Acta Informatica | 1980-01-01 | Paper |
Variance Reduction Techniques for the Simulation of Markov Processes, I: Multiple Estimates
IBM Journal of Research and Development | 1980-01-01 | Paper |
Comparing stochastic systems using regenerative simulation with common random numbers
Advances in Applied Probability | 1979-01-01 | Paper |
