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Achal Bassamboo:
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Publications of Author
- 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]
- 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]
- 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]
- Achal Bassamboo, Sachin Jain
Efficient importance sampling for reduced form models in credit risk. [Citation Graph (0, 0)][DBLP] Winter Simulation Conference, 2006, pp:741-748 [Conf]
- 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]
- 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]
- Achal Bassamboo, J. Harrison, Assaf J. Zeevi
Dynamic Routing and Admission Control in High-Volume Service Systems: Asymptotic Analysis via Multi-Scale Fluid Limits. [Citation Graph (0, 0)][DBLP] Queueing Syst., 2005, v:51, n:3-4, pp:249-285 [Journal]
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