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Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy.
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- Mathematics of Operations Research, 2013, v. 38, n. 4, p. 761, doi. 10.1287/moor.2013.0589
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- Article
IMPROVING THE ASMUSSEN--KROESE-TYPE SIMULATION ESTIMATORS.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1188, doi. 10.1239/jap/1354716666
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- Article
IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR.
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- Probability in the Engineering & Informational Sciences, 2012, v. 26, n. 4, p. 569, doi. 10.1017/S0269964812000198
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- Article
Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 45, doi. 10.3905/jod.2010.17.3.045
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- Article
Central Counterparty Default Waterfalls and Systemic Loss.
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- Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 8, p. 3577, doi. 10.1017/S0022109022001351
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- Article
Collateralized Networks.
- Published in:
- Management Science, 2022, v. 68, n. 3, p. 2202, doi. 10.1287/mnsc.2020.3938
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- Article
Submodular Risk Allocation.
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- Management Science, 2019, v. 65, n. 10, p. 4656, doi. 10.1287/mnsc.2018.3156
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- Article