Jacob Wijngaard

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 Jacob Wijngaard trusts overall

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

1. Paul Glasserman

Papers from Jacob Wijngaard's perspective

Ordered by how strongly the researchers Jacob Wijngaard 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. An Introduction to Probability Theory and Its Applications
5. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
6. Optimization of conditional value-at risk
7. Robust Dynamic Programming
8. Matrix analysis
9. Random number generation and Quasi-Monte Carlo methods
10. A Theory for the Term Structure of Interest Rates

Their papers

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