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Sandeep Juneja

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2007
21EESandeep Juneja, R. L. Karandikar, Perwez Shahabuddin: Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. ACM Trans. Model. Comput. Simul. 17(2): (2007)
20EESigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja: Perwez Shahabuddin, 1962--2005: A professional appreciation. ACM Trans. Model. Comput. Simul. 17(2): (2007)
19EEAchal Bassamboo, Sandeep Juneja, Assaf J. Zeevi: On the inefficiency of state-independent importance sampling in the presence of heavy tails. Oper. Res. Lett. 35(2): 251-260 (2007)
18EESandeep Juneja: Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error. Queueing Syst. 57(2-3): 115-127 (2007)
2006
17EEAchal Bassamboo, Sandeep Juneja: Optimal resource allocation in two stage sampling of input distributions. Winter Simulation Conference 2006: 216-221
16EESoumyadip Ghosh, Sandeep Juneja: Computing worst-case tail probabilities in credit risk. Winter Simulation Conference 2006: 246-254
15EEMichael Gordy, Sandeep Juneja: Efficient simulation for risk measurement in portfolio of CDOS. Winter Simulation Conference 2006: 749-756
2005
14EEAchal Bassamboo, Sandeep Juneja, Assaf J. Zeevi: Expected shortfall in credit portfolios with extremal dependence. Winter Simulation Conference 2005: 1849-1858
13EENomesh Bolia, Sandeep Juneja: Function-approximation-based perfect control variates for pricing American options. Winter Simulation Conference 2005: 1876-1883
12EEAchal Bassamboo, Sandeep Juneja, Assaf J. Zeevi: Importance sampling simulation in the presence of heavy tails. Winter Simulation Conference 2005: 664-672
11EESandeep Juneja, Victor F. Nicola: Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback. ACM Trans. Model. Comput. Simul. 15(4): 281-315 (2005)
2004
10EEPeter W. Glynn, Sandeep Juneja: A Large Deviations Perspective on Ordinal Optimization. Winter Simulation Conference 2004: 577-585
9EENomesh Bolia, Sandeep Juneja, Paul Glasserman: Function-Approximation-Based Importance Sampling for Pricing American Options. Winter Simulation Conference 2004: 604-611
8EER. S. Randhawa, Sandeep Juneja: Combining importance sampling and temporal difference control variates to simulate Markov Chains. ACM Trans. Model. Comput. Simul. 14(1): 1-30 (2004)
2002
7EESandeep Juneja, Perwez Shahabuddin: Simulating heavy tailed processes using delayed hazard rate twisting. ACM Trans. Model. Comput. Simul. 12(2): 94-118 (2002)
2001
6EEJohara Shahabuddin, Abhay Chrungoo, Vishu Gupta, Sandeep Juneja, Sanjiv Kapoor, Arun Kumar: Stream-Packing: Resource Allocation in Web Server Farms with a QoS Guarantee. HiPC 2001: 182-191
5 Achal Bassamboo, Manish Gupta, Sandeep Juneja: Efficient Winner Determination Techniques for Internet Multi-Unit Auctions. I3E 2001: 417-430
1999
4EESandeep Juneja, Perwez Shahabuddin, Anurag Chandra: Simulating heavy tailed processes using delayed hazard rate twisting. Winter Simulation Conference 1999: 420-427
3EESandeep Juneja, Perwez Shahabuddin: Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). SIGMETRICS Performance Evaluation Review 27(3): 20-22 (1999)
1994
2 Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin: Effective Bandwidth and Fast Simulation of ATM Intree Networks. Perform. Eval. 20(1-3): 45-65 (1994)
1992
1 Sandeep Juneja, Perwez Shahabuddin: Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. FTCS 1992: 150-159

Coauthor Index

1Sigrún Andradóttir [20]
2Achal Bassamboo [5] [12] [14] [17] [19]
3Nomesh Bolia [9] [13]
4Anurag Chandra [4]
5Cheng-Shang Chang [2]
6Abhay Chrungoo [6]
7Soumyadip Ghosh [16]
8Paul Glasserman [9] [20]
9Peter W. Glynn [10] [20]
10Michael Gordy [15]
11Manish Gupta [5]
12Vishu Gupta [6]
13Philip Heidelberger [2] [20]
14Sanjiv Kapoor [6]
15R. L. Karandikar [21]
16Arun Kumar [6]
17Victor F. Nicola [11]
18R. S. Randhawa [8]
19Johara Shahabuddin [6]
20Perwez Shahabuddin [1] [2] [3] [4] [7] [21]
21Assaf J. Zeevi [12] [14] [19]

Colors in the list of coauthors

Copyright © Thu Nov 20 04:51:47 2008 by Michael Ley (ley@uni-trier.de)