The following pages link to Sandeep Juneja (Q364613):
Displaying 37 items.
- The concert queueing game: strategic arrivals with waiting and tardiness costs (Q364614) (← links)
- The concert queueing game: to wait or to be late (Q633818) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- (Q817403) (redirect page) (← links)
- Performance analysis conditioned on rare events: an adaptive simulation scheme (Q817405) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) (← links)
- Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations (Q2854076) (← links)
- Overlap Problems on the Circle (Q2856035) (← links)
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
- Fast Simulation of Markov Chains with Small Transition Probabilities (Q3114686) (← links)
- Nested Simulation in Portfolio Risk Measurement (Q3117320) (← links)
- Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation (Q3391995) (← links)
- Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (Q3392194) (← links)
- Perwez Shahabuddin, 1962--2005 (Q3549156) (← links)
- Importance Sampling and the Cyclic Approach (Q3635043) (← links)
- Variance reduction techniques for pricing American options using function approximations (Q3643091) (← links)
- (Q4473930) (← links)
- Simulating heavy tailed processes using delayed hazard rate twisting (Q4564822) (← links)
- Combining importance sampling and temporal difference control variates to simulate Markov Chains (Q4564841) (← links)
- Efficient simulation of buffer overflow probabilities in jackson networks with feedback (Q4565359) (← links)
- Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables (Q4565380) (← links)
- Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement (Q4604901) (← links)
- Asymptotic Simulation Efficiency Based on Large Deviations (Q4635225) (← links)
- Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator (Q4994164) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models (Q5156805) (← links)
- Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- The Concert Queueing Game: Fluid Regime with Random Order Service (Q5251683) (← links)
- Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions (Q5270743) (← links)
- Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables (Q5388070) (← links)
- Rejection and Importance Sampling based Perfect Simulation for Gibbs hard-sphere models (Q6286088) (← links)
- An introduction to financial mathematics (Q6580399) (← links)
- Path-ZVA: general, efficient, and automated importance sampling for highly reliable Markovian systems (Q6583733) (← links)
