van der Durk Zee
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 van der Durk Zee trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts van der Durk Zee overall
Papers from van der Durk Zee's perspective
Ordered by how strongly the researchers van der Durk Zee trusts endorse each paper. Same corpus, a different order for every researcher.
- Monte Carlo Methods in Financial Engineering
- Rare events simulation for heavy-tailed distributions
- Lectures on Stochastic Programming: Modeling and Theory
- Robust Dynamic Programming
- An Introduction to Probability Theory and Its Applications
- Optimization of conditional value-at risk
- Random number generation and Quasi-Monte Carlo methods
- Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
- Matrix analysis
- Valuing American Options by Simulation: A Simple Least-Squares Approach
Their papers
- Proceedings of the 2008 winter simulation conference (2008) — 702 citations