Shapley Effects for Global Sensitivity Analysis: Theory and Computation von Song, Eunhye, Nelson, Barry L., Staum, Jeremy

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Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation von Sun, Yunpeng, Apley, Daniel W., Staum, Jeremy

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Fundamental Theorems of Asset Pricing for Good Deal Bounds von Staum, Jeremy

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Green Simulation: Reusing the Output of Repeated Experiments von Feng, Mingbin, Staum, Jeremy

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Stochastic Kriging for Simulation Metamodeling von Ankenman, Bruce, Nelson, Barry L., Staum, Jeremy

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Green Simulation with Database Monte Carlo von Feng, Mingbin, Staum, Jeremy

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Multilevel Monte Carlo Metamodeling von Rosenbaum, Imry, Staum, Jeremy

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Excess invariance and shortfall risk measures von Staum, Jeremy

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Systemic risk components and deposit insurance premia von Staum, Jeremy

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Better simulation metamodeling: The why, what, and how of stochastic kriging von Staum, J.

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A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling von Maggiar, Alvaro, Wächter, Andreas, Dolinskaya, Irina S., Staum, Jeremy

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Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms von Salemi, Peter L, Song, Eunhye, Nelson, Barry L, Staum, Jeremy

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Generalized Integrated Brownian Fields for Simulation Metamodeling von Salemi, Peter, Staum, Jeremy, Nelson, Barry L

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Bias-corrected Estimation of the Density of a Conditional Expectation in Nested Simulation Problems von Yang, Ran, Kent, David, Apley, Daniel W., Staum, Jeremy, Ruppert, David

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Stochastic kriging for simulation metamodeling von Ankenman, Bruce, Nelson, Barry L., Staum, Jeremy

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A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation von Lan, Hai, Nelson, Barry L., Staum, Jeremy

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Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling von Salemi, Peter, Nelson, Barry L., Staum, Jeremy

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Sensitivity analysis of the Eisenberg–Noe model of contagion von Liu, Ming, Staum, Jeremy

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Simulation of Coherent Risk Measures Based on Generalized Scenarios von Lesnevski, Vadim, Nelson, Barry L, Staum, Jeremy

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Estimating the density of a conditional expectation von Steckley, Samuel G., Henderson, Shane G., Ruppert, David, Yang, Ran, Apley, Daniel W., Staum, Jeremy

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