Jeremy Staum

Available identifiers

zbMath Open staum.jeremyMaRDI QIDQ262699

List of research outcomes

Publication	Date of Publication	Type
Bias-corrected estimation of the density of a conditional expectation in nested simulation problems	2024-08-08	Paper
Green Simulation	2023-07-21	Paper
Density Deconvolution With Additive Measurement Errors Using Quadratic Programming	2022-03-28	Paper
Generalized integrated Brownian fields for simulation metamodeling	2020-10-20	Paper
Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms	2020-10-12	Paper
Control variates for screening, selection, and estimation of the best	2018-06-12	Paper
A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling	2018-05-18	Paper
Multilevel Monte Carlo Metamodeling	2017-09-26	Paper
Moving least squares regression for high-dimensional stochastic simulation metamodeling	2017-06-30	Paper
Shapley Effects for Global Sensitivity Analysis: Theory and Computation	2016-12-21	Paper
Estimating the density of a conditional expectation	2016-03-30	Paper
Systemic risk components and deposit insurance premia	2014-01-17	Paper
Excess invariance and shortfall risk measures	2013-06-24	Paper
Efficient nested simulation for estimating the variance of a conditional expectation	2012-03-26	Paper
Stochastic kriging for simulation metamodeling	2011-11-24	Paper
A confidence interval procedure for expected shortfall risk measurement via two-level simulation	2011-11-24	Paper
Monte Carlo Computation in Finance	2010-02-15	Paper
Resource Allocation Among Simulation Time Steps	2009-07-09	Paper
Conditioning on One-Step Survival for Barrier Option Simulations	2009-07-03	Paper
Fundamental Theorems of Asset Pricing for Good Deal Bounds	2004-11-16	Paper

Research outcomes over time

This page was built for person: Jeremy Staum