Descriptive sampling: an improvement over Latin hypercube sampling

financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling

Proceedings of the 34th conference on Winter simulation: exploring new frontiers

New simulation methodology for finance: work reduction in financial simulations

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Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling

WSC '05 Proceedings of the 37th conference on Winter simulation

An inverse parameter identification procedure assessing the quality of the estimates using Bayesian neural networks

Applied Soft Computing

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Proceedings of the 2008 Summer Computer Simulation Conference