Journal: ACM Trans. Model. Comput. Simul.

Volume 22, Issue 3

13 -- 0Jose Blanchet, Peter W. Glynn, Kevin Leder. On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
14 -- 0Zisheng Chen, Liming Feng, Xiong Lin. Simulating Lévy Processes from Their Characteristic Functions and Financial Applications
15 -- 0Evan A. Saltzman, John H. Drew, Lawrence M. Leemis, Shane G. Henderson. Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections
16 -- 0Rolf Waeber, Peter Frazier, Shane G. Henderson. A Framework for Selecting a Selection Procedure
17 -- 0Szu-Hui Ng, Jun Yin. Bayesian Kriging Analysis and Design for Stochastic Simulations