Perwez Shahabuddin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Exploiting regenerative structure to estimate finite time averages via simulation ACM Transactions on Modeling and Computer Simulation	2018-06-12	Paper
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables ACM Transactions on Modeling and Computer Simulation	2018-06-12	Paper
Simulating heavy tailed processes using delayed hazard rate twisting ACM Transactions on Modeling and Computer Simulation	2018-06-12	Paper
Variance Reduction Techniques for Estimating Value-at-Risk Management Science	2012-02-19	Paper
Fast simulation of Markov chains with small transition probabilities Management Science	2012-02-19	Paper
Fast Simulation of Multifactor Portfolio Credit Risk Operations Research	2009-08-13	Paper
LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK Mathematical Finance	2007-11-21	Paper
QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS Probability in the Engineering and Informational Sciences	2005-03-21	Paper
On finite exponential moments for branching processes and busy periods for queues Journal of Applied Probability	2004-10-25	Paper
Portfolio Value-at-Risk with Heavy-Tailed Risk Factors Mathematical Finance	2003-03-13	Paper
Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes Management Science	2002-04-17	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
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
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
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems ACM Transactions on Modeling and Computer Simulation	1996-07-14	Paper
Importance Sampling for the Simulation of Highly Reliable Markovian Systems Management Science	1994-10-04	Paper
scientific article; zbMATH DE number 4197118 (Why is no real title available?)	1990-01-01	Paper
scientific article; zbMATH DE number 4121724 (Why is no real title available?)	1989-01-01	Paper

Research outcomes over time

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