Sandeep Juneja : rechercher sur Z-Library

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1

Nested Simulation in Portfolio Risk Measurement

Gordy, Michael B., Juneja, Sandeep

Journal:

Management Science

Année:

2010

Langue:

english

Fichier:

PDF, 318 KB

english, 2010

2

Calibration of Credit Default Probabilities in Discrete Default Intensity and Logit Models

Deo, Anand, Juneja, Sandeep, Kalyani, Aakash

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 476 KB

english, 2017

3

Fast Simulation of Markov Chains with Small Transition Probabilities

Sandeep Juneja and Perwez Shahabuddin

Journal:

Management Science

Année:

2001

Langue:

english

Fichier:

PDF, 675 KB

english, 2001

4

On the inefficiency of state-independent importance sampling in the presence of heavy tails

Achal Bassamboo, Sandeep Juneja, Assaf Zeevi

Journal:

Operations Research Letters

Année:

2007

Langue:

english

Fichier:

PDF, 196 KB

english, 2007

5

The concert queueing game: strategic arrivals with waiting and tardiness costs

Sandeep Juneja, Nahum Shimkin

Journal:

Queueing Systems

Année:

2013

Langue:

english

Fichier:

PDF, 994 KB

english, 2013

6

[IEEE 2006 Winter Simulation Conference - Monterey, CA, USA (2006.12.3-2006.12.6)] Proceedings of the 2006 Winter Simulation Conference - Efficient Simulation for Risk Measurement in Portfolio of CDOs

Gordy, Michael, Juneja, Sandeep

Année:

2006

Langue:

english

Fichier:

PDF, 150 KB

english, 2006

7

Incorporating views on marginal distributions in the calibration of risk models

Dey, Santanu, Juneja, Sandeep, Murthy, Karthyek R.A.

Journal:

Operations Research Letters

Année:

2015

Langue:

english

Fichier:

PDF, 393 KB

english, 2015

8

[IEEE 2011 Winter Simulation Conference - (WSC 2011) - Phoenix, AZ, USA (2011.12.11-2011.12.14)] Proceedings of the 2011 Winter Simulation Conference (WSC) - Ordinal optimization: A nonparametric framework

Glynn, Peter W., Juneja, Sandeep

Année:

2011

Langue:

english

Fichier:

PDF, 159 KB

english, 2011

9

Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation

Bassamboo, Achal, Juneja, Sandeep, Zeevi, Assaf

Journal:

Operations Research

Année:

2008

Langue:

english

Fichier:

PDF, 245 KB

english, 2008

10

Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo

Hong, L. Jeff, Juneja, Sandeep, Luo, Jun

Journal:

INFORMS Journal on Computing

Année:

2014

Langue:

english

Fichier:

PDF, 438 KB

english, 2014

11

Perwez Shahabuddin, 1962--2005

Andradóttir, Sigrún, Glasserman, Paul, Glynn, Peter W., Heidelberger, Philip, Juneja, Sandeep

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2007

Langue:

english

Fichier:

PDF, 85 KB

english, 2007

12

Efficient simulation of buffer overflow probabilities in jackson networks with feedback

Juneja, Sandeep, Nicola, Victor

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2005

Langue:

english

Fichier:

PDF, 251 KB

english, 2005

13

Asymptotic Simulation Efficiency Based on Large Deviations

Glynn, Peter W., Juneja, Sandeep

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2013

Langue:

english

Fichier:

PDF, 133 KB

english, 2013

14

Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

Moka, Sarat Babu, Juneja, Sandeep

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2015

Langue:

english

Fichier:

PDF, 345 KB

english, 2015

15

Simulating heavy tailed processes using delayed hazard rate twisting

Juneja, Sandeep, Shahabuddin, Perwez

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2002

Langue:

english

Fichier:

PDF, 238 KB

english, 2002

16

Fast Simulation of Markov Chains with Small Transition Probabilities

Juneja, Sandeep, Shahabuddin, Perwez

Journal:

Management Science

Année:

2001

Langue:

english

Fichier:

PDF, 287 KB

english, 2001

17

Importance Sampling and the Cyclic Approach

Juneja, Sandeep

Journal:

Operations Research

Année:

2001

Langue:

english

Fichier:

PDF, 238 KB

english, 2001

18

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement

Jeff Hong, L., Juneja, Sandeep, Liu, Guangwu

Journal:

Operations Research

Année:

2017

Langue:

english

Fichier:

PDF, 427 KB

english, 2017

19

[IEEE 2017 International Conference on Computing, Communication and Automation (ICCCA) - Greater Noida (2017.5.5-2017.5.6)] 2017 International Conference on Computing, Communication and Automation (ICCCA) - Improvement in BER performance of BPSK system using diversity techniques

Jethi, Govind Singh, Belwal, Neha, Sunori, Sandeep, Juneja, Pradeep

Année:

2017

Langue:

english

Fichier:

PDF, 227 KB

english, 2017

20

Path-ZVA

Reijsbergen, Daniël, Boer, Pieter-Tjerk De, Scheinhardt, Werner, Juneja, Sandeep

Journal:

ACM Transactions on Modeling and Computer Simulation

Année:

2018

Langue:

english

Fichier:

PDF, 781 KB

english, 2018

21

Effective bandwidth and fast simulation of ATM intree networks

Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin

Journal:

Performance Evaluation

Année:

1994

Langue:

english

Fichier:

PDF, 1.29 MB

english, 1994

22

Efficient simulation of tail probabilities of sums of

Søren Asmussen, José Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa

Journal:

Annals of Operations Research

Année:

2011

Langue:

english

Fichier:

PDF, 597 KB

english, 2011

23

Preface

Dirk Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja

Journal:

Annals of Operations Research

Année:

2011

Langue:

english

Fichier:

PDF, 181 KB

english, 2011

24

The concert queueing game: to wait or to be late

Rahul Jain, Sandeep Juneja, Nahum Shimkin

Journal:

Discrete Event Dynamic Systems

Année:

2011

Langue:

english

Fichier:

PDF, 715 KB

english, 2011

25

D-Transposition of great vessels with intact ventricular septum presenting at 3–8 weeks: Should all go for rapid two stage arterial switch or primary arterial switch?

Akshay Kumar Bisoi, Sandeep Chauhan, Sandeep Dilip Khanzode, Milind Padmakar Hote, Rajneesh Juneja, Panangipalli Venugopal

Journal:

Indian Journal of Thoracic and Cardiovascular Surgery

Année:

2006

Langue:

english

Fichier:

PDF, 122 KB

english, 2006

26

Case of the Season: Primary Epiploic Appendagitis: Radiological Diagnosis Can Avoid Surgery

Tarun P. Jain, Tripti Shah, Sandeep Juneja, Rajeev Lochan Tambi

Journal:

Seminars in Roentgenology

Année:

2008

Langue:

english

Fichier:

PDF, 218 KB

english, 2008

27

Acute and short-term hemodynamic effects of metoprolol in Eisenmenger syndrome: A preliminary observational study

Sivasubramanian Ramakrishnan, Chirayu Vyas, Shyam S. Kothari, Balram Bhargava, Bharat Bhooshan Kukreti, Mani Kalaivani, Rajnish Juneja, Sandeep Seth, Anita Saxena, Vinay K. Bahl

Journal:

American Heart Journal

Année:

2011

Langue:

english

Fichier:

PDF, 249 KB

english, 2011

28

UTILITY OF 3-DIMENSIONAL ECHOCARDIOGRAPHY IN PREDICTING THE IMMEDIATE OUTCOME OF PERCUTANEOUS TRANSVENOUS MITRAL COMMISSUROTOMY

Ramakrishnan Sivasubramanian, Bharat B. Kukreti, Anita Saxena, Nagendra Boopathy S, Kewal Goswami, Balram Bhargava, Sandeep Seth, Rajnish Juneja, Shyam S. Kothari, Vinay K. Bahl

Journal:

Journal of the American College of Cardiology

Année:

2011

Langue:

english

Fichier:

PDF, 198 KB

english, 2011

29

A novelin silicoreverse-transcriptomics-based identification and blood-based validation of a panel of sub-type specific biomarkers in lung cancer

Barh, Debmalya, Jain, Neha, Tiwari, Sandeep, Field, John K, Padin-Iruegas, Elena, Ruibal, Alvaro, López, Rafael, Herranz, Michel, Bhattacharya, Antaripa, Juneja, Lucky, Viero, Cedric, Silva, Artur, Mi

Journal:

Année:

2013

Langue:

english

Fichier:

PDF, 607 KB

english, 2013

30

Mo1422 Interventional EUS Using the Flexible 19-Gauge EUS-FNA Needle: an International Multicenter Experience in 125 Patients

Kumbhari, Vivek, PeñAs, Irene, De La Serna, Carlos, Tieu, Alan, Juneja, Manie, Maufa, Fuad, Haddad, Nadim, Krishnan, Sandeep, Gonzalez, Susana, Peter, Renny, Saxena, Payal, Dimaio, Christopher J., Bus

Journal:

Gastrointestinal Endoscopy

Année:

2014

Langue:

english

Fichier:

PDF, 76 KB

english, 2014

31

[IEEE 2010 Winter Simulation Conference - (WSC 2010) - Baltimore, MD, USA (2010.12.5-2010.12.8)] Proceedings of the 2010 Winter Simulation Conference - Monte Carlo methods in finance: An introductory tutorial

Juneja, Sandeep

Année:

2010

Langue:

english

Fichier:

PDF, 151 KB

english, 2010

32

[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - A large deviations view of asymptotic efficiency for simulation estimators

Glynn, Peter W., Juneja, Sandeep

Année:

2008

Langue:

english

Fichier:

PDF, 258 KB

english, 2008

33

[IEEE 2009 Winter Simulation Conference - (WSC 2009) - Austin, TX, USA (2009.12.13-2009.12.16)] Proceedings of the 2009 Winter Simulation Conference (WSC) - Nested simulation for estimating portfolio losses within a time horizon

Juneja, Sandeep, Ramprasath, L.

Année:

2009

Langue:

english

Fichier:

PDF, 337 KB

english, 2009

34

[IEEE 2013 Winter Simulation Conference - (WSC 2013) - Washington, DC, USA (2013.12.8-2013.12.11)] 2013 Winter Simulations Conference (WSC) - Regenerative simulation for multiclass open queueing networks

Moka, Sarat Babu, Juneja, Sandeep

Année:

2013

Langue:

english

Fichier:

PDF, 226 KB

english, 2013

35

[IEEE 2013 Winter Simulation Conference - (WSC 2013) - Washington, DC, USA (2013.12.8-2013.12.11)] 2013 Winter Simulations Conference (WSC) - Optimal rare event Monte Carlo for Markov modulated regularly varying random walks

Murthy, Karthyek R. A., Juneja, Sandeep, Blanchet, Jose

Année:

2013

Langue:

english

Fichier:

PDF, 222 KB

english, 2013

36

[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization

Juneja, Sandeep

Année:

2008

Langue:

english

Fichier:

PDF, 380 KB

english, 2008

37

[IEEE 2013 Winter Simulation Conference - (WSC 2013) - Washington, DC, USA (2013.12.8-2013.12.11)] 2013 Winter Simulations Conference (WSC) - Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing

Agarwal, Ankush, Juneja, Sandeep

Année:

2013

Langue:

english

Fichier:

PDF, 215 KB

english, 2013

38

[IEEE 2006 Winter Simulation Conference - Monterey, CA, USA (2006.12.3-2006.12.6)] Proceedings of the 2006 Winter Simulation Conference - Optimal Resource Allocation in Two Stage Sampling of Input Distributions

Bassamboo, Achal, Juneja, Sandeep

Année:

2006

Langue:

english

Fichier:

PDF, 117 KB

english, 2006

39

[IEEE 2009 Winter Simulation Conference - (WSC 2009) - Austin, TX, USA (2009.12.13-2009.12.16)] Proceedings of the 2009 Winter Simulation Conference (WSC) - Estimating the mean of a non-linear function of conditional expectation

Hong, L. Jeff, Juneja, Sandeep

Année:

2009

Langue:

english

Fichier:

PDF, 724 KB

english, 2009

40

[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - Efficient tail estimation for sums of correlated lognormals

Blanchet, Jose, Juneja, Sandeep, Rojas-Nandayapa, Leonardo

Année:

2008

Langue:

english

Fichier:

PDF, 356 KB

english, 2008

41

[IEEE 2011 Winter Simulation Conference - (WSC 2011) - Phoenix, AZ, USA (2011.12.11-2011.12.14)] Proceedings of the 2011 Winter Simulation Conference (WSC) - Efficient estimation of density and probability of large deviations of sum of IID random variables

Dey, Santanu, Juneja, Sandeep

Année:

2011

Langue:

english

Fichier:

PDF, 238 KB

english, 2011

42

[IEEE 2006 Winter Simulation Conference - Monterey, CA, USA (2006.12.3-2006.12.6)] Proceedings of the 2006 Winter Simulation Conference - Computing Worst-Case Tail Probabilities Incredit Risk

Ghosh, Soumyadip, Juneja, Sandeep

Année:

2006

Langue:

english

Fichier:

PDF, 158 KB

english, 2006

43

[IEEE 2010 Winter Simulation Conference - (WSC 2010) - Baltimore, MD, USA (2010.12.5-2010.12.8)] Proceedings of the 2010 Winter Simulation Conference - Multidimensional Fourier inversion using importance sampling with application to option pricing

Dey, Santanu, Juneja, Sandeep

Année:

2010

Langue:

english

Fichier:

PDF, 303 KB

english, 2010

44

Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options

Agarwal, Ankush, Juneja, Sandeep

Journal:

International Game Theory Review

Année:

2015

Langue:

english

Fichier:

PDF, 470 KB

english, 2015

45

The Concert Queueing Game: Fluid Regime with Random Order Service

Juneja, Sandeep, Raheja, Tushar

Journal:

International Game Theory Review

Année:

2015

Langue:

english

Fichier:

PDF, 234 KB

english, 2015

46

A change in the management of intractable obstetrical hemorrhage over 15 years in a tertiary care center

Tandon, Pooja, Mohan, Bishav, Kaushal, Sandeep, Juneja, SunilK

Journal:

International Journal of Applied and Basic Medical Research

Année:

2014

Langue:

english

Fichier:

PDF, 323 KB

english, 2014

47

Ticagrelor: An emerging oral antiplatelet agent

Juneja, Shivani, Gupta, Kanchan, Kaushal, Sandeep

Journal:

Journal of Pharmacology and Pharmacotherapeutics

Année:

2013

Langue:

english

Fichier:

PDF, 205 KB

english, 2013

48

[ACM Press the 31st conference - Phoenix, Arizona, United States (1999.12.05-1999.12.08)] Proceedings of the 31st conference on Winter simulation Simulation---a bridge to the future - WSC '99 - Simulating heavy tailed processes using delayed hazard rate twisting

Juneja, Sandeep, Shahabuddin, Perwez, Chandra, Anurag

Année:

1999

Langue:

english

Fichier:

PDF, 91 KB

english, 1999

49

American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics

Agarwal, Ankush, Juneja, Sandeep, Sircar, Ronnie

Journal:

Quantitative Finance

Année:

2015

Langue:

english

Fichier:

PDF, 241 KB

english, 2015

50

Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations

Agarwal, Ankush, Dey, Santanu, Juneja, Sandeep

Journal:

Journal of Applied Probability

Année:

2013

Langue:

english

Fichier:

PDF, 173 KB

english, 2013