Samuel Ehrlichman

According to our database, Samuel Ehrlichman authored at least 6 papers between 2003 and 2012.

Collaborative distances:

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

2012

Sharpening comparisons via gaussian copulas and semidefinite programming.

Shane G. Henderson, Samuel Ehrlichman

ACM Trans. Model. Comput. Simul., 2012

2008

Comparing two systems: Beyond common random numbers.

Samuel Ehrlichman, Shane G. Henderson

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Finite-sample performance guarantees for one-dimensional stochastic root finding.

Samuel Ehrlichman, Shane G. Henderson

Proceedings of the Winter Simulation Conference, 2007

2006

American options from MARS.

Samuel Ehrlichman, Shane G. Henderson

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2005

Adaptive control variates for American option pricing.

Samuel Ehrlichman, Shane G. Henderson

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2003

New simulation methodology for finance: work reduction in financial simulations.

Jeremy Staum, Samuel Ehrlichman, Vadim Lesnevski

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003