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Showing results 1 to 4 of 4

1
Exploiting regenerative structure to estimate finite time averages via simulation

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04

2
EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES VIA SIMULATION: SUPPLEMENTARY MATERIAL

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, 2011-07-21

3
Fast Simulation of Multifactor Portfolio Credit Risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008-09

4
Large deviations in multifactor portfolio credit risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

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