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Results:
1-6
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Results: 6
A statistical approach to predictive detection
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
Fast simulation of Markov chains with small transition probabilities
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
Variance reduction techniques for estimating value-at-risk
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
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
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
Multilevel splitting for estimating rare event probabilities
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
A large deviations perspective on the efficiency of multilevel splitting
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:
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