John M. Charnes - researchr alias

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Viewing Publication 1 - 14 from 14

2010

A graphical method for valuing switching optionsBarry R. Cobb, John M. Charnes. jors, 61(11):1596-1606, 2010. [doi]

2007

Real options valuationBarry R. Cobb, John M. Charnes. wsc 2007: 173-182 [doi]

2004

Multistage Monte Carlo Method for Solving Influence Diagrams Using Local ComputationJohn M. Charnes, Prakash P. Shenoy. mansci, 50(3):405-418, 2004. [doi]

Approximating Free Exercise Boundaries for American-Style Options Using Simulation and OptimizationBarry R. Cobb, John M. Charnes. wsc 2004: 1637 [doi]

2003

Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuationBarry R. Cobb, John M. Charnes. wsc 2003: 343-350 [doi]

2000

Options pricing: using simulation for option pricingJohn M. Charnes. wsc 2000: 151-157 [doi]

1995

Analyzing Multivariate OutputJohn M. Charnes. wsc 1995: 201-208 [doi]

Tests for special causes with multivariate autocorrelated dataJohn M. Charnes. cor, 22(4):443-453, 1995. [doi]

1994

Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processesJohn M. Charnes, Evelyn I. Chen. wsc 1994: 312-315 [doi]

Output analysis research: why bother? (panel discussion)John M. Charnes, John S. Carson II, Merriel C. Dewsnup, Andrew F. Seila, Jeffrey D. Tew, Randall P. Sadowski. wsc 1994: 399-405 [doi]

1993

Statistical analysis of output processesJohn M. Charnes. wsc 1993: 41-49 [doi]

1991

Multivariate simulation output analysisJohn M. Charnes. wsc 1991: 187-193 [doi]

1990

Power comparisons for the multivariate batch-means methodJohn M. Charnes. wsc 1990: 281-287 [doi]

1988

A comparison of confidence region estimators for multivariate simulation outputJohn M. Charnes, W. David Kelton. wsc 1988: 458-465 [doi]

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