Input modeling: input model uncertainty: why do we care and what should we do about it?
Proceedings of the 35th conference on Winter simulation: driving innovation
Proceedings of the 35th conference on Winter simulation: driving innovation
New simulation methodology for finance: work reduction in financial simulations
Proceedings of the 35th conference on Winter simulation: driving innovation
Simulation input modeling: a kernel approach to estimating the density of a conditional expectation
Proceedings of the 35th conference on Winter simulation: driving innovation
A testbed of simulation-optimization problems
Proceedings of the 38th conference on Winter simulation
A confidence interval for tail conditional expectation via two-level simulation
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Nested simulation for estimating portfolio losses within a time horizon
Winter Simulation Conference
Estimating the mean of a non-linear function of conditional expectation
Winter Simulation Conference
Estimating expected shortfall with stochastic kriging
Winter Simulation Conference
Risk estimation via weighted regression
Proceedings of the Winter Simulation Conference
An efficient simulation procedure for point estimation of expected shortfall
Proceedings of the Winter Simulation Conference
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