|
"On the inefficiency of state-independent importance sampling in the presence of heavy tails"
|
Achal Bassamboo
Sandeep Juneja
|
Operations Research Letters,
2007
Type: Journal article
|
|
|
"Coping with time-varying demand when setting staffing requirements for a service system"
|
Ward Whitt
|
Production and Operations Management,
2007
Type: Journal article
|
|
|
"Model specification and risk premia: Evidence from futures options"
|
Mikhail Chernov
|
Journal of Finance,
2007
Type: Journal article
|
|
|
"Note—Computing time-dependent waiting time probabilities in M(t)/M/s(t) queueing systems"
|
João Soares
|
Manufacturing and Service Operations Management,
2007
Type: Journal article
|
|
|
"Consensus propagation"
|
Benjamin Van Roy
|
IEEE Transactions on Information Theory,
2006
Type: Journal article
|
|
|
"Recovering convex boundaries from blurred and noisy observations"
|
Alexander Goldenshluger
|
The Annals of Statistics,
2006
Type: Journal article
|
|
|
"Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes"
|
O. Kaya
|
Operations Research,
2006
Type: Journal article
|
|
|
"Optimal change-point estimation from indirect observations"
|
Alexander Goldenshluger
A. Tsybakov
|
The Annals of Statistics,
2006
Type: Journal article
|
|
|
"The Cross Section of Volatility and Expected Returns"
|
Yuhang Xing
Xiaoyan Zhang
|
Journal of Finance,
2006
Type: Journal article
|
|
|
"Validity of heavy traffic steady-state approximations in generalized Jackson networks"
|
David Gamarnik
|
The Annals of Applied Probability,
2006
Type: Journal article
|
|
