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Sandeep Juneja: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Sandeep Juneja, Perwez Shahabuddin
    Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. [Citation Graph (0, 0)][DBLP]
    FTCS, 1992, pp:150-159 [Conf]
  2. Johara Shahabuddin, Abhay Chrungoo, Vishu Gupta, Sandeep Juneja, Sanjiv Kapoor, Arun Kumar
    Stream-Packing: Resource Allocation in Web Server Farms with a QoS Guarantee. [Citation Graph (0, 0)][DBLP]
    HiPC, 2001, pp:182-191 [Conf]
  3. Achal Bassamboo, Manish Gupta, Sandeep Juneja
    Efficient Winner Determination Techniques for Internet Multi-Unit Auctions. [Citation Graph (0, 0)][DBLP]
    I3E, 2001, pp:417-430 [Conf]
  4. Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
    Importance sampling simulation in the presence of heavy tails. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:664-672 [Conf]
  5. Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
    Expected shortfall in credit portfolios with extremal dependence. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:1849-1858 [Conf]
  6. Nomesh Bolia, Sandeep Juneja
    Function-approximation-based perfect control variates for pricing American options. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2005, pp:1876-1883 [Conf]
  7. Nomesh Bolia, Sandeep Juneja, Paul Glasserman
    Function-Approximation-Based Importance Sampling for Pricing American Options. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:604-611 [Conf]
  8. Peter W. Glynn, Sandeep Juneja
    A Large Deviations Perspective on Ordinal Optimization. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:577-585 [Conf]
  9. Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra
    Simulating heavy tailed processes using delayed hazard rate twisting. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 1999, pp:420-427 [Conf]
  10. Soumyadip Ghosh, Sandeep Juneja
    Computing worst-case tail probabilities in credit risk. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2006, pp:246-254 [Conf]
  11. Michael Gordy, Sandeep Juneja
    Efficient simulation for risk measurement in portfolio of CDOS. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2006, pp:749-756 [Conf]
  12. Achal Bassamboo, Sandeep Juneja
    Optimal resource allocation in two stage sampling of input distributions. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2006, pp:216-221 [Conf]
  13. Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
    On the inefficiency of state-independent importance sampling in the presence of heavy tails. [Citation Graph (0, 0)][DBLP]
    Oper. Res. Lett., 2007, v:35, n:2, pp:251-260 [Journal]
  14. Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin
    Effective Bandwidth and Fast Simulation of ATM Intree Networks. [Citation Graph (0, 0)][DBLP]
    Perform. Eval., 1994, v:20, n:1-3, pp:45-65 [Journal]
  15. Sandeep Juneja, Perwez Shahabuddin
    Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). [Citation Graph (0, 0)][DBLP]
    SIGMETRICS Performance Evaluation Review, 1999, v:27, n:3, pp:20-22 [Journal]
  16. Sandeep Juneja, Victor F. Nicola
    Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2005, v:15, n:4, pp:281-315 [Journal]
  17. Sandeep Juneja, Perwez Shahabuddin
    Simulating heavy tailed processes using delayed hazard rate twisting. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2002, v:12, n:2, pp:94-118 [Journal]
  18. R. S. Randhawa, Sandeep Juneja
    Combining importance sampling and temporal difference control variates to simulate Markov Chains. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2004, v:14, n:1, pp:1-30 [Journal]
  19. Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja
    Perwez Shahabuddin, 1962--2005: A professional appreciation. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2007, v:17, n:2, pp:- [Journal]
  20. Sandeep Juneja, R. L. Karandikar, Perwez Shahabuddin
    Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. [Citation Graph (0, 0)][DBLP]
    ACM Trans. Model. Comput. Simul., 2007, v:17, n:2, pp:- [Journal]

  21. Efficient tail estimation for sums of correlated lognormals. [Citation Graph (, )][DBLP]


  22. Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. [Citation Graph (, )][DBLP]


  23. A large deviations view of asymptotic efficiency for simulation estimators. [Citation Graph (, )][DBLP]


  24. Nested Simulation for Estimating Portfolio Losses within a Time Horizon. [Citation Graph (, )][DBLP]


  25. Estimating the Mean of a Non-linear Function of Conditional Expectation. [Citation Graph (, )][DBLP]


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