Jeremy Staum

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Person:262699

Available identifiers

zbMath Open staum.jeremyMaRDI QIDQ262699

List of research outcomes





PublicationDate of PublicationType
Bias-corrected estimation of the density of a conditional expectation in nested simulation problems2024-08-08Paper
Green Simulation2023-07-21Paper
Density Deconvolution With Additive Measurement Errors Using Quadratic Programming2022-03-28Paper
Generalized integrated Brownian fields for simulation metamodeling2020-10-20Paper
Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms2020-10-12Paper
Control variates for screening, selection, and estimation of the best2018-06-12Paper
A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling2018-05-18Paper
Multilevel Monte Carlo Metamodeling2017-09-26Paper
Moving least squares regression for high-dimensional stochastic simulation metamodeling2017-06-30Paper
Shapley Effects for Global Sensitivity Analysis: Theory and Computation2016-12-21Paper
Estimating the density of a conditional expectation2016-03-30Paper
Systemic risk components and deposit insurance premia2014-01-17Paper
Excess invariance and shortfall risk measures2013-06-24Paper
Efficient nested simulation for estimating the variance of a conditional expectation2012-03-26Paper
Stochastic kriging for simulation metamodeling2011-11-24Paper
A confidence interval procedure for expected shortfall risk measurement via two-level simulation2011-11-24Paper
Monte Carlo Computation in Finance2010-02-15Paper
Resource Allocation Among Simulation Time Steps2009-07-09Paper
Conditioning on One-Step Survival for Barrier Option Simulations2009-07-03Paper
Fundamental Theorems of Asset Pricing for Good Deal Bounds2004-11-16Paper

Research outcomes over time

This page was built for person: Jeremy Staum