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

Adaptive control variates for American option pricing. - Samuel Ehrlichman; Shane G. Henderson (WSC, 2005)

American options from MARS. - Samuel Ehrlichman; Shane G. Henderson (WSC, 2006)

Finite-sample performance guarantees for one-dimensional stochastic root finding. - Samuel Ehrlichman; Shane G. Henderson (WSC, 2007)

Comparing two systems: Beyond common random numbers. - Samuel Ehrlichman; Shane G. Henderson (WSC, 2008)

Sharpening comparisons via gaussian copulas and semidefinite programming. - Shane G. Henderson; Samuel Ehrlichman (ACM Trans. Model. Comput. Simul., 2012)