Arnout Pool

Probabilistic & Bayesian Methods · 2008

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Probabilistic & Bayesian Methods — 7 citations into it

Whom Arnout Pool trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Glasserman
2. Reuven Y. Rubinstein

Who trusts Arnout Pool overall

1. Yuzhe Wu

Papers from Arnout Pool's perspective

Ordered by how strongly the researchers Arnout Pool trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monte Carlo Methods in Financial Engineering
2. Rare events simulation for heavy-tailed distributions
3. Lectures on Stochastic Programming: Modeling and Theory
4. Robust Dynamic Programming
5. An Introduction to Probability Theory and Its Applications
6. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
7. Optimization of conditional value-at risk
8. Random number generation and Quasi-Monte Carlo methods
9. Matrix analysis
10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers

• Proceedings of the 2008 winter simulation conference (2008) — 702 citations