- Sensitivity Analysis of the Eisenberg-Noe Model of Contagion
- Stochastic Kriging for Efficient Nested Simulation
- Combined Screening and Selection of the Best with Control Variates
- Control Variates for Screening, Selection, and Estimation of the Best
- PRICING AND HEDGING IN INCOMPLETE MARKETS: FUNDAMENTAL THEOREMS AND
- Dej`a Vu All Over Again Efficiency when Financial Simulations are Repeated
- CURRICULUM VIT Jeremy Staum
- Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. RESOURCE ALLOCATION AMONG SIMULATION TIME STEPS
- OPERATIONS RESEARCH Vol. 58, No. 5, SeptemberOctober 2010, pp. 14811490
- Submitted to Operations Research manuscript OPRE-2009-08-374
- NORTHWESTERN UNIVERSITY Two-Level Simulation of Expected Shortfall: Confidence Intervals,
- Proceedings of the 2003 Winter Simulation Conference S. Chick, P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds.
- Proceedings of the 2003 Winter Simulation Conference S. Chick, P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds.
- Department of Industrial Engineering and Management Sciences Northwestern University, Evanston, Illinois 60208-3119, U.S.A.
- The Journal of Volume 11 Number 1
- J.R. Birge and V. Linetsky (Eds.), Handbooks in OR & MS, Vol. 15 Copyright 2008 Elsevier B.V. All rights reserved
- Excess Invariance and Shortfall Risk Measures Jeremy Staum
- Non-Negative Portfolio Risk Components Jeremy Staum
- Department of Industrial Engineering and Management Sciences Northwestern University, Evanston, Illinois 60208-3119, U.S.A.
- Ideological Platforms and Probabilistic Voting Equilibria
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