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Conference contribution

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  • 2006

    Efficient importance sampling for reduced form models in credit risk

    Bassamboo, A. & Jain, S., Dec 1 2006, Proceedings of the 2006 Winter Simulation Conference, WSC. p. 741-748 8 p. 4117678. (Proceedings - Winter Simulation Conference).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    5 Scopus citations
  • Optimal resource allocation in two stage sampling of input distributions

    Bassamboo, A. & Juneja, S., Dec 1 2006, Proceedings of the 2006 Winter Simulation Conference, WSC. p. 216-221 6 p. 4117608. (Proceedings - Winter Simulation Conference).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2005

    Expected shortfall in credit portfolios with extremal dependence

    Bassamboo, A., Juneja, S. & Zeevi, A., 2005, Proceedings of the 2005 Winter Simulation Conference. p. 1849-1858 10 p. 1574461. (Proceedings - Winter Simulation Conference; vol. 2005).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Scopus citations
  • Importance sampling simulation in the presence of heavy tails

    Bassamboo, A., Juneja, S. & Zeevi, A., 2005, Proceedings of the 2005 Winter Simulation Conference. p. 664-671 8 p. 1574307. (Proceedings - Winter Simulation Conference; vol. 2005).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    6 Scopus citations
  • 2001

    Efficient winner determination techniques for internet multi-unit auctions

    Bassamboo, A., Gupta, M. & Juneja, S., 2001, Towards the E-Society: E-Commerce, E-Business, and E-Government - 1st IFIP Conference on E-Commerce, E-Business, E-Government, I3E 2001. Springer New York LLC, p. 417-430 14 p. (IFIP Advances in Information and Communication Technology; vol. 74).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
    1 Scopus citations