Alexander D. Shkolnik

According to our database, Alexander D. Shkolnik authored at least 6 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

On Minimum Trace Factor Analysis - An Old Song Sung to a New Tune.

Chang Yuan Li, Alexander D. Shkolnik

CoRR, 2024

2022

The Dispersion Bias.

Lisa R. Goldberg, Alex Papanicolaou, Alexander D. Shkolnik

SIAM J. Financial Math., 2022

Reducing Bias in Event Time Simulations via Measure Changes.

Kay Giesecke, Alexander D. Shkolnik

Math. Oper. Res., 2022

2020

Unbiased Simulation Estimators for Path Integrals of Diffusions.

Guanting Chen, Alexander D. Shkolnik, Kay Giesecke

Proceedings of the Winter Simulation Conference, 2020

2019

Unbiased Simulation Estimators for Jump-Diffusions.

Guanting Chen, Alexander D. Shkolnik, Kay Giesecke

Proceedings of the 2019 Winter Simulation Conference, 2019

2010

Importance sampling for indicator Markov chains.

Kay Giesecke, Alexander D. Shkolnik

Proceedings of the 2010 Winter Simulation Conference, 2010