| Bias-corrected Estimation of the Density of a Conditional Expectation in Nested Simulation Problems | 0 | 0.34 | 2021 |
| A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling. | 1 | 0.36 | 2018 |
| Uniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling. | 1 | 0.35 | 2018 |
| Green Simulation: Reusing the Output of Repeated Experiments. | 2 | 0.66 | 2017 |
| Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling | 0 | 0.34 | 2016 |
| Green simulation with database Monte Carlo. | 0 | 0.34 | 2016 |
| Green simulation designs for repeated experiments. | 3 | 0.51 | 2015 |
| Discrete optimization via simulation using Gaussian Markov random fields | 1 | 0.37 | 2014 |
| Generalized integrated brownian fields for simulation metamodeling. | 5 | 0.51 | 2013 |
| Moving Least Squares regression for high dimensional simulation metamodeling | 4 | 0.47 | 2012 |
| Sensitivity analysis of the Eisenberg-Noe model of contagion | 3 | 0.55 | 2010 |
| A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation | 15 | 1.23 | 2010 |
| Simulation of Coherent Risk Measures Based on Generalized Scenarios | 17 | 1.77 | 2007 |
| An adaptive procedure for estimating coherent risk measures based on generalized scenarios | 2 | 1.05 | 2006 |
| Control variates for screening, selection, and estimation of the best | 7 | 1.18 | 2006 |
| Simulation of coherent risk measures | 2 | 0.72 | 2004 |
| Resource Allocation Among Simulation Time Steps | 3 | 0.58 | 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 |
