John M. Charnes

According to our database1, John M. Charnes authored at least 14 papers between 1988 and 2010.

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

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

2010
A graphical method for valuing switching options.
J. Oper. Res. Soc., 2010

2007
Real options valuation.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

2004
Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation.
Manag. Sci., 2004

Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization.
Proceedings of the 36th conference on Winter simulation, 2004

2003
Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2000
Options pricing: using simulation for option pricing.
Proceedings of the 32nd conference on Winter simulation, WSC 2000, 2000

1995
Tests for special causes with multivariate autocorrelated data.
Comput. Oper. Res., 1995

Analyzing Multivariate Output.
Proceedings of the 27th conference on Winter simulation, 1995

1994
Output analysis research: why bother? (panel discussion).
Proceedings of the 26th conference on Winter simulation, 1994

Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processes.
Proceedings of the 26th conference on Winter simulation, 1994

1993
Statistical analysis of output processes.
Proceedings of the 25th Winter Simulation Conference, 1993

1991
Multivariate simulation output analysis.
Proceedings of the 23th Winter Simulation Conference, 1991

1990
Power comparisons for the multivariate batch-means method.
Proceedings of the 22th Winter Simulation Conference, 1990

1988
A comparison of confidence region estimators for multivariate simulation output.
Proceedings of the 20th conference on Winter simulation, 1988


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