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Results: 1-6 |
Results: 6

Authors: Hellerstein, JL Zhang, F Shahabuddin, P
Citation: Jl. Hellerstein et al., A statistical approach to predictive detection, COMPUT NET, 35(1), 2001, pp. 77-95

Authors: Juneja, S Shahabuddin, P
Citation: S. Juneja et P. Shahabuddin, Fast simulation of Markov chains with small transition probabilities, MANAG SCI, 47(4), 2001, pp. 547-562

Authors: Glasserman, P Heidelberger, P Shahabuddin, P
Citation: P. Glasserman et al., Variance reduction techniques for estimating value-at-risk, MANAG SCI, 46(10), 2000, pp. 1349-1364

Authors: Glasserman, P Heidelberger, P Shahabuddin, P
Citation: P. Glasserman et al., Asymptotically optimal importance sampling and stratification for pricing path-dependent options, MATH FINANC, 9(2), 1999, pp. 117-152

Authors: Glasserman, P Heidelberger, P Shahabuddin, P Zajic, T
Citation: P. Glasserman et al., Multilevel splitting for estimating rare event probabilities, OPERAT RES, 47(4), 1999, pp. 585-600

Authors: Glasserman, P Heidelberger, P Shahabuddin, P Zajic, T
Citation: P. Glasserman et al., A large deviations perspective on the efficiency of multilevel splitting, IEEE AUTO C, 43(12), 1998, pp. 1666-1679
Risultati: 1-6 |