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