| 2025 | WSC | Data-Driven Estimation of Tail Probabilities under Varying Distributional Assumptions. | Dohyun Ahn, Sandeep Juneja, Tejas Pagare, Shreyas Samudra |
| 2024 | WSC | Selecting the Safest Design in Rare Event Settings. | Anirban Bhattacharjee, Sandeep Juneja |
| 2024 | WSC | A Deep Learning Approach for Rare Event Simulation in Diffusion Processes. | Henrik Hult, Aastha Jain, Sandeep Juneja, Pierre Nyquist, Sushant Vijayan |
| 2023 | UAI | Best arm identification in rare events. | Anirban Bhattacharjee, Sushant Vijayan, Sandeep Juneja |
| 2022 | WSC | Exact Optimal Fixed Width Confidence Interval Estimation for the Mean. | Vikas Deep, Achal Bassamboo, Sandeep Juneja, Assaf Zeevi |
| 2022 | WSC | Modelling the Delta Covid-19 Wave in Mumbai. | Sandeep Juneja, Daksh Mittal |
| 2021 | COLT | Regret Minimization in Heavy-Tailed Bandits. | Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen |
| 2020 | ALT | Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. | Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn |
| 2019 | COLT | Sample complexity of partition identification using multi-armed bandits. | Sandeep Juneja, Subhashini Krishnasamy |
| 2019 | WSC | Limiting Distributional Fixed Points in Systemic Risk Graph Models. | Anand Deo, Sandeep Juneja |
| 2019 | WSC | Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. | Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja |
| 2013 | WSC | Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing. | Ankush Agarwal, Sandeep Juneja |
| 2013 | WSC | Regenerative simulation for multiclass open queueing networks. | Sarat Babu Moka, Sandeep Juneja |
| 2013 | WSC | Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. | Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet |
| 2011 | WSC | Efficient estimation of density and probability of large deviations of sum of IID random variables. | Santanu Dey, Sandeep Juneja |
| 2011 | WSC | Ordinal optimization: a nonparametric framework. | Peter W. Glynn, Sandeep Juneja |
| 2010 | WSC | Multidimensional Fourier inversion using importance sampling with application to option pricing. | Santanu Dey, Sandeep Juneja |
| 2010 | WSC | Monte Carlo methods in finance: An introductory tutorial. | Sandeep Juneja |
| 2009 | WSC | Estimating the Mean of a Non-linear Function of Conditional Expectation. | Sandeep Juneja, L. Jeff Hong |
| 2009 | WSC | Nested Simulation for Estimating Portfolio Losses within a Time Horizon. | Sandeep Juneja, L. Ramprasath |
| 2008 | WSC | Efficient tail estimation for sums of correlated lognormals. | Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa |
| 2008 | WSC | A large deviations view of asymptotic efficiency for simulation estimators. | Peter W. Glynn, Sandeep Juneja |
| 2008 | WSC | Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. | Sandeep Juneja |
| 2006 | WSC | Optimal resource allocation in two stage sampling of input distributions. | Achal Bassamboo, Sandeep Juneja |
| 2006 | WSC | Computing worst-case tail probabilities in credit risk. | Soumyadip Ghosh, Sandeep Juneja |
| 2006 | WSC | Efficient simulation for risk measurement in portfolio of CDOS. | Michael B. Gordy, Sandeep Juneja |
| 2005 | WSC | Importance sampling simulation in the presence of heavy tails. | Achal Bassamboo, Sandeep Juneja, Assaf Zeevi |
| 2005 | WSC | Expected shortfall in credit portfolios with extremal dependence. | Achal Bassamboo, Sandeep Juneja, Assaf Zeevi |
| 2005 | WSC | Function-approximation-based perfect control variates for pricing American options. | Nomesh Bolia, Sandeep Juneja |
| 2004 | WSC | Function-Approximation-Based Importance Sampling for Pricing American Options. | Nomesh Bolia, Sandeep Juneja, Paul Glasserman |
| 2004 | WSC | A Large Deviations Perspective on Ordinal Optimization. | Peter W. Glynn, Sandeep Juneja |
| 2001 | HiPC | Stream-Packing: Resource Allocation in Web Server Farms with a QoS Guarantee. | Johara Shahabuddin, Abhay Chrungoo, Vishu Gupta, Sandeep Juneja, Sanjiv Kapoor, Arun Kumar |
| 1999 | WSC | Simulating heavy tailed processes using delayed hazard rate twisting. | Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra |