Vadim Lesnevski

According to our database1, Vadim Lesnevski authored at least 4 papers between 2003 and 2007.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2007
Simulation of Coherent Risk Measures Based on Generalized Scenarios.
Manag. Sci., 2007

2006
An adaptive procedure for estimating coherent risk measures based on generalized scenarios.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

2004
Simulation of Coherent Risk Measures.
Proceedings of the 36th conference on Winter simulation, 2004

2003
New simulation methodology for finance: work reduction in financial simulations.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003


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