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Jeremy Staum

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

23

Venues

1

Active years

2001–2018

Best venue rank

National

Where they publish

Papers

23 indexed papers, newest first.

YearVenueTitleAuthors
2018WSCUniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling.Mingbin Ben Feng, Alvaro Maggiar, Jeremy Staum, Andreas Wchter
2016WSCGreen simulation with database Monte Carlo.Mingbin Feng, Jeremy Staum
2015WSCGreen simulation designs for repeated experiments.Mingbin Feng, Jeremy Staum
2015WSCDatabase monte carlo for simulation on demand.Imry Rosenbaum, Jeremy Staum
2014WSCDiscrete optimization via simulation using gaussian markov random fields.Peter Salemi, Barry L. Nelson, Jeremy Staum
2013WSCMultilevel Monte Carlo metamodeling.Imry Rosenbaum, Jeremy Staum
2013WSCGeneralized integrated brownian fields for simulation metamodeling.Peter Salemi, Jeremy Staum, Barry L. Nelson
2012WSCMoving least squares regression for high dimensional simulation metamodeling.Peter Salemi, Barry L. Nelson, Jeremy Staum
2010WSCSimulation on demand for pricing many securities.Ming Liu, Barry L. Nelson, Jeremy Staum
2010WSCAn efficient simulation procedure for point estimation of expected shortfall.Ming Liu, Barry L. Nelson, Jeremy Staum
2010WSCThe influence of correlation functions on stochastic kriging metamodels.Wei Xie, Barry L. Nelson, Jeremy Staum
2009WSCEstimating Expected Shortfall with Stochastic Kriging.Ming Liu, Jeremy Staum
2009WSCBetter Simulation Metamodeling: The Why, What, and How of Stochastic Kriging.Jeremy Staum
2008WSCStochastic kriging for simulation metamodeling.Bruce E. Ankenman, Barry L. Nelson, Jeremy Staum
2008WSCResponse surface methodology for simulating hedging and trading strategies.R. Evren Baysal, Barry L. Nelson, Jeremy Staum
2007WSCA confidence interval for tail conditional expectation via two-level simulation.Hai Lan, Barry L. Nelson, Jeremy Staum
2006WSCAn adaptive procedure for estimating coherent risk measures based on generalized scenarios.Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
2004WSCSimulation of Coherent Risk Measures.Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
2003WSCState of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing.Jeremy Staum
2003WSCNew simulation methodology for finance: work reduction in financial simulations.Jeremy Staum, Samuel Ehrlichman, Vadim Lesnevski
2002WSCSimulation in financial engineering: simulation in financial engineering.Jeremy Staum
2001WSCSimulation in financial engineering: stopping simulated paths early.Paul Glasserman, Jeremy Staum
2001WSCOption pricing: simulation in financial engineering.Jeremy Staum