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Publications of Author

1. Paul Glasserman, Pirooz Vakili
   Correlation of Markov Chains Simulated in Parallel. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1992, pp:475-482 [Conf]
   
2. Simon Streltsov, Pirooz Vakili
   Parallel replicated simulation of Markov chains: implementation and variance reduction. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1993, pp:430-436 [Conf]
   
3. Pirooz Vakili
   Variance Reduction for Discrete Event Systems Driven by Poisson Processes. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1995, pp:278-284 [Conf]
   
4. Gang Zhao, Yakun Zhou, Pirooz Vakili
   A new efficient simulation strategy for pricing path-dependent options. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 2006, pp:703-710 [Conf]
   
5. Pirooz Vakili
   Massively Parallel and Distributed Simulation of a Class of Discrete Event Systems: A Different Perspective. [Citation Graph (0, 0)][DBLP]
   ACM Trans. Model. Comput. Simul., 1992, v:2, n:3, pp:214-238 [Journal]
   
6. 
   Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC). [Citation Graph (, )][DBLP]
   
   
7. 
   Monotonicity and stratification. [Citation Graph (, )][DBLP]
   
   
8. 
   Control variate technique: A constructive approach. [Citation Graph (, )][DBLP]
   
   
9. 
   A Control Variate Approach for Improving Efficiency of Ensemble Monte Carlo [Citation Graph (, )][DBLP]