Pirooz Vakili
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
9
Venues
1
Active years
1992–2010
Best venue rank
National
Where they publish
Papers
9 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 2010 | WSC | Control variates for sensitivity estimation. | Tarik Borogovac, Na Sun, Pirooz Vakili |
| 2010 | WSC | Importance sampling for parametric estimation. | Xiaojin Tang, Pirooz Vakili |
| 2008 | WSC | Control variate technique: A constructive approach. | Tarik Borogovac, Pirooz Vakili |
| 2008 | WSC | Monotonicity and stratification. | Gang Zhao, Pirooz Vakili |
| 2007 | WSC | Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC). | Gang Zhao, Tarik Borogovac, Pirooz Vakili |
| 2006 | WSC | A new efficient simulation strategy for pricing path-dependent options. | Gang Zhao, Yakun Zhou, Pirooz Vakili |
| 1995 | WSC | Variance Reduction for Discrete Event Systems Driven by Poisson Processes. | Pirooz Vakili |
| 1993 | WSC | Parallel replicated simulation of Markov chains: implementation and variance reduction. | Simon Streltsov, Pirooz Vakili |
| 1992 | WSC | Correlation of Markov Chains Simulated in Parallel. | Paul Glasserman, Pirooz Vakili |