Simulation in financial engineering: stopping simulated paths early. - Paul Glasserman; Jeremy Staum (WSC, 2001)

Option pricing: simulation in financial engineering. - Jeremy Staum (WSC, 2001)

Conditioning on One-Step Survival for Barrier Option Simulations. - Paul Glasserman; Jeremy Staum (Oper. Res., 2001)

Simulation in financial engineering: simulation in financial engineering. - Jeremy Staum (WSC, 2002)

State of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing. - Jeremy Staum (WSC, 2003)

New simulation methodology for finance: work reduction in financial simulations. - Jeremy Staum; Samuel Ehrlichman; Vadim Lesnevski (WSC, 2003)

Resource Allocation Among Simulation Time Steps. - Paul Glasserman; Jeremy Staum (Oper. Res., 2003)

Simulation of Coherent Risk Measures. - Vadim Lesnevski; Barry L. Nelson; Jeremy Staum (WSC, 2004)

An adaptive procedure for estimating coherent risk measures based on generalized scenarios. - Vadim Lesnevski; Barry L. Nelson; Jeremy Staum (WSC, 2006)

Control variates for screening, selection, and estimation of the best. - Barry L. Nelson; Jeremy Staum (ACM Trans. Model. Comput. Simul., 2006)

A confidence interval for tail conditional expectation via two-level simulation. - Hai Lan; Barry L. Nelson; Jeremy Staum (WSC, 2007)

Simulation of Coherent Risk Measures Based on Generalized Scenarios. - Vadim Lesnevski; Barry L. Nelson; Jeremy Staum (Manag. Sci., 2007)

Response surface methodology for simulating hedging and trading strategies. - R. Evren Baysal; Barry L. Nelson; Jeremy Staum (WSC, 2008)

Estimating Expected Shortfall with Stochastic Kriging. - Ming Liu; Jeremy Staum (WSC, 2009)

Better Simulation Metamodeling: The Why, What, and How of Stochastic Kriging. - Jeremy Staum (WSC, 2009)

Simulation on demand for pricing many securities. - Ming Liu; Barry L. Nelson; Jeremy Staum (WSC, 2010)

An efficient simulation procedure for point estimation of expected shortfall. - Ming Liu; Barry L. Nelson; Jeremy Staum (WSC, 2010)

The influence of correlation functions on stochastic kriging metamodels. - Wei Xie; Barry L. Nelson; Jeremy Staum (WSC, 2010)

Stochastic Kriging for Simulation Metamodeling. - Bruce E. Ankenman; Barry L. Nelson; Jeremy Staum (Oper. Res., 2010)

A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation. - Hai Lan; Barry L. Nelson; Jeremy Staum (Oper. Res., 2010)

Sensitivity analysis of the Eisenberg-Noe model of contagion. - Ming Liu; Jeremy Staum (Oper. Res. Lett., 2010)

Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation. - Yunpeng Sun; Daniel W. Apley; Jeremy Staum (Oper. Res., 2011)

Moving least squares regression for high dimensional simulation metamodeling. - Peter Salemi; Barry L. Nelson; Jeremy Staum (WSC, 2012)

Excess invariance and shortfall risk measures. - Jeremy Staum (Oper. Res. Lett., 2013)

Discrete optimization via simulation using gaussian markov random fields. - Peter Salemi; Barry L. Nelson; Jeremy Staum (WSC, 2014)

Green simulation designs for repeated experiments. - Mingbin Feng; Jeremy Staum (WSC, 2015)

Database monte carlo for simulation on demand. - Imry Rosenbaum; Jeremy Staum (WSC, 2015)

Shapley Effects for Global Sensitivity Analysis: Theory and Computation. - Eunhye Song; Barry L. Nelson; Jeremy Staum (SIAM/ASA J. Uncertain. Quantification, 2016)

Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling. - Peter Salemi; Barry L. Nelson; Jeremy Staum (ACM Trans. Model. Comput. Simul., 2016)

Multilevel Monte Carlo Metamodeling. - Imry Rosenbaum; Jeremy Staum (Oper. Res., 2017)

Green Simulation: Reusing the Output of Repeated Experiments. - Mingbin Feng; Jeremy Staum (ACM Trans. Model. Comput. Simul., 2017)

Uniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling. - Mingbin Ben Feng; Alvaro Maggiar; Jeremy Staum; Andreas Wächter (WSC, 2018)

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling. - Alvaro Maggiar; Andreas Wächter; Irina S. Dolinskaya; Jeremy Staum (SIAM J. Optim., 2018)

Generalized Integrated Brownian Fields for Simulation Metamodeling. - Peter Salemi; Jeremy Staum; Barry L. Nelson (Oper. Res., 2019)

Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms. - Peter L. Salemi; Eunhye Song; Barry L. Nelson; Jeremy Staum (Oper. Res., 2019)

Green Simulation with Database Monte Carlo. - Mingbin Feng; Jeremy Staum (ACM Trans. Model. Comput. Simul., 2021)

Bias-corrected Estimation of the Density of a Conditional Expectation in Nested Simulation Problems. - Ran Yang; David Kent 002; Daniel W. Apley; Jeremy Staum; David Ruppert (ACM Trans. Model. Comput. Simul., 2021)