All Stories

  1. Path-ZVA

    Article • ACM Transactions on Modeling and Computer Simulation, August 2018, ACM (Association for Computing Machinery)

    Sandeep Juneja

  2. Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement

    Article • Operations Research, April 2017, INFORMS

    Jeff Hong, Sandeep Juneja

  3. Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

    Article • ACM Transactions on Modeling and Computer Simulation, November 2015, ACM (Association for Computing Machinery)

    Sandeep Juneja

  4. State-independent Importance Sampling for Random Walks with Regularly Varying Increments

    Article • Stochastic Systems, December 2014, INFORMS

    Sandeep Juneja

  5. Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo

    Article • INFORMS Journal on Computing, November 2014, INFORMS

    Sandeep Juneja

  6. Efficient simulation of large deviation events for sums of random vectors using saddle-point representations

    Article • Journal of Applied Probability, September 2013, Cambridge University Press

    Sandeep Juneja

  7. Nested Simulation in Portfolio Risk Measurement

    Article • Management Science, October 2010, INFORMS

    Sandeep Juneja

  8. Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables

    Article • Mathematics of Operations Research, February 2008, INFORMS

    Sandeep Juneja