Monte Carlo estimation of Economic Capital. - Zachary T. Kaplan; Yajuan Li; Marvin K. Nakayama (WSC, 2018)

Randomized Quasi-Monte Carlo for Quantile Estimation. - Zachary T. Kaplan; Yajuan Li; Marvin K. Nakayama; Bruno Tuffin (WSC, 2019)

Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. - Marvin K. Nakayama; Zachary T. Kaplan; Yajuan Li; Bruno Tuffin; Pierre L'Ecuyer (WSC, 2020)

Monte Carlo Methods for Economic Capital. - Yajuan Li; Zachary T. Kaplan; Marvin K. Nakayama (INFORMS J. Comput., 2024)