| Choosing news topics to explain stock market returns. | 0 | 0.34 | 2020 |
| Persistence and Procyclicality in Margin Requirements | 0 | 0.34 | 2018 |
| Simulation of bipartite or Directed graphs with prescribed degree sequences using Maximum Entropy Probabilities. | 0 | 0.34 | 2018 |
| Preface to the Special Issue on Systemic Risk: Models and Mechanisms | 0 | 0.34 | 2016 |
| Hidden Illiquidity with Multiple Central Counterparties | 2 | 0.50 | 2016 |
| OR Forum-Design of Risk Weights | 3 | 1.06 | 2014 |
| Robust Portfolio Control with Stochastic Factor Dynamics. | 10 | 0.73 | 2013 |
| Quadratic Transform Approximation for CDO Pricing in Multifactor Models. | 1 | 0.43 | 2012 |
| Contingent Capital with a Capital-Ratio Trigger | 3 | 0.56 | 2012 |
| Valuing the Treasury's Capital Assistance Program | 3 | 0.91 | 2011 |
| Gamma expansion of the Heston stochastic volatility model | 2 | 0.64 | 2011 |
| Importance sampling for tail risk in discretely rebalanced portfolios | 0 | 0.34 | 2010 |
| Contingent capital with discrete conversion from debt to equity | 0 | 0.34 | 2010 |
| Sensitivity Estimates from Characteristic Functions | 9 | 1.27 | 2010 |
| Fast Pricing of Basket Default Swaps | 8 | 1.86 | 2008 |
| Beta approximations for bridge sampling | 0 | 0.34 | 2008 |
| Fast Simulation of Multifactor Portfolio Credit Risk | 16 | 1.42 | 2008 |
| Sensitivity estimates for portfolio credit derivatives using Monte Carlo | 5 | 0.98 | 2008 |
| Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables | 9 | 1.50 | 2008 |
| Recent advances in simulation for security pricing (1995) | 0 | 0.34 | 2007 |
| Additive and multiplicative duals for American option pricing | 16 | 1.22 | 2007 |
| Perwez Shahabuddin, 1962--2005: A professional appreciation | 0 | 0.34 | 2007 |
| Approximations and control variates for pricing portfolio credit derivatives | 0 | 0.34 | 2007 |
| Importance Sampling for Portfolio Credit Risk | 54 | 9.63 | 2005 |
| Large Sample Properties of Weighted Monte Carlo Estimators | 3 | 0.91 | 2005 |
| Function-approximation-based importance sampling for pricing American options | 8 | 0.89 | 2004 |
| Resource Allocation Among Simulation Time Steps | 3 | 0.58 | 2003 |
| Numerical solution of jump-diffusion LIBOR market models | 7 | 1.07 | 2003 |
| New simulation methodology for risk analysis: importance sampling for a mixed Poisson model of portfolio credit risk | 3 | 0.83 | 2003 |
| Conditioning on One-Step Survival for Barrier Option Simulations | 9 | 1.52 | 2001 |
| Simulation in financial engineering: stopping simulated paths early | 1 | 0.39 | 2001 |
| Arbitrage-free discretization of lognormal forward Libor and swap rate models | 1 | 0.57 | 2000 |
| Variance reduction techniques for value-at-risk with heavy-tailed risk factors | 5 | 0.59 | 2000 |
| Value-at-risk with heavy-tailed risk factors | 0 | 0.34 | 2000 |
| Fill-Rate Bottlenecks in Production-Inventory Networks | 4 | 0.64 | 1999 |
| Stratification issues in estimating value-at-risk | 0 | 0.34 | 1999 |
| Connecting discrete and continuous path-dependent options | 12 | 3.10 | 1999 |
| Leadtime-Inventory Trade-Offs in Assemble-To-Order Systems | 39 | 5.54 | 1998 |
| Gaussian importance sampling and stratification: computational issues | 2 | 0.50 | 1998 |
| Corrected diffusion approximations for a multistage production-inventory system | 4 | 1.65 | 1997 |
| Structured buffer-allocation problems | 11 | 1.48 | 1996 |
| Splitting for rare event simulation: analysis of simple cases | 28 | 3.13 | 1996 |
| Recent advances in simulation for security pricing | 2 | 0.68 | 1995 |
| Analysis of an importance sampling estimator for tandem queues | 57 | 7.52 | 1995 |
| A pruned and bootstrapped American option simulator | 0 | 0.34 | 1995 |
| Monotone optimal control of permutable GSMPs | 32 | 5.85 | 1994 |
| Filtered Monte Carlo | 10 | 1.33 | 1993 |
| Monotonicity in generalized semi-Markov processes | 22 | 6.99 | 1992 |
| Correlation of Markov chains simulated in parallel | 2 | 0.48 | 1992 |
| Gradient estimation for regenerative processes | 8 | 1.23 | 1992 |
