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

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