Sensitivity estimation for Gaussian systems. - Bernd Heidergott; Felisa J. Vázquez-Abad; Warren Volk-Makarewicz (Eur. J. Oper. Res., 2008)

Quantile Sensitivity Estimation. - Bernd Heidergott; Warren Volk-Makarewicz (NET-COOP, 2009)

Gradient estimation for quantiles of stationary waiting times. - Bernd Heidergott; Warren Volk-Makarewicz; Felisa J. Vázquez-Abad (WODES, 2010)

Sensitivity analysis of ranked data: from order statistics to quantiles. - Warren Volk-Makarewicz; Bernd Heidergott (Discret. Event Dyn. Syst., 2015)

A Smoothed Perturbation Analysis of Parisian Options. - Bernd Heidergott; Haralambie Leahu; Warren M. Volk-Makarewicz (IEEE Trans. Autom. Control., 2015)

A Measure-Valued Differentiation Approach to Sensitivities of Quantiles. - Bernd Heidergott; Warren Volk-Makarewicz (Math. Oper. Res., 2016)

A meta-algorithm for validating agent-based simulation models to support decision making. - Warren Volk-Makarewicz; Catherine Cleophas (WSC, 2017)

Assessing the impact of jumps in an option pricing model: A gradient estimation approach. - Warren Volk-Makarewicz; Svetlana Borovkova; Bernd Heidergott (Eur. J. Oper. Res., 2022)