Eduardo Saliby

According to our database1, Eduardo Saliby authored at least 7 papers between 1997 and 2009.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2009
A farewell to the use of antithetic variates in Monte Carlo simulation.
J. Oper. Res. Soc., 2009

2005
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2002
General applications 1: soccer championship analysis using monte carlo simulation.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Warehousing and inventory management: a simulation model to validate and evaluate the adequacy of an analytical expression for proper safety stock sizing.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Supply chain analysis: supply chain analysis: spreadsheet or simulation?
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

1997
Descriptive Sampling: An Improvement over Latin Hypercube Sampling.
Proceedings of the 29th conference on Winter simulation, 1997


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