Quasi-Monte Carlo methods with applications in finance

von L'Ecuyer, Pierre
Veröffentlicht in Finance and stochastics (2009)

Monte Carlo and Quasi-Monte Carlo methods 2008

Veröffentlicht 2009

Jean Jan, lieutenant de Cadoudal

von Lécuyer, Pierre
Veröffentlicht 1985

Uniform random number generation

von L'Ecuyer, Pierre
Veröffentlicht in Simulation (2006)

A unified view of the IPA, SF, and LR gradient estimation techniques

von L'Ecuyer, Pierre
Veröffentlicht in Management science (1990)

F2-linear random number generators

von L'Ecuyer, Pierre
Veröffentlicht in Advancing the frontiers of simulation (2009)

Forecasting call center arrivals : fixed-effects, mixed-effects, and bivariate models

von Ibrahim, Rouba
Veröffentlicht in Manufacturing & service operations management (2013)

A normal copula model for the arrival process in a call center

von Channouf, Nabil
Veröffentlicht in International transactions in operational research (2012)

On the lattice structure of a special class of multiple recursive random number generators

von L'Ecuyer, Pierre
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2014)

Approximating zero-variance importance sampling in a reliability setting

von L'Ecuyer, Pierre
Veröffentlicht in Annals of operations research (2011)

Stochastic optimization by simulation : convergence proofs for the GI/G/1 queue in steady-state

von L'Ecuyer, Pierre
Veröffentlicht in Management science (1994)

Sampling conditionally on a rare event via generalized splitting

von Botev, Zdravko I.
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2020)

Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data

von Thiongane, Mamadou
Veröffentlicht in International Conference on Operations Research and Enterprise Systems (9. : 2020 : Valletta) ICORES 2020 (2020)

Modeling uncertainty : an examination of stochastic theory, methods, and applications

Veröffentlicht 2002

Spectral analysis of the MIXMAX random number generators

von L'Ecuyer, Pierre
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2020)

Modeling uncertainty : an examination of stochastic theory, methods, and applications

von Dror, Moshe
Veröffentlicht 2019

An adaptive zero-variance importance sampling approximation for static network dependability evaluation

von Tuffin, Bruno
Veröffentlicht in Computers & operations research (2014)

Learning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers

von Thiongane, Mamadou
Veröffentlicht in International Conference on Operations Research and Enterprise Systems (9. : 2020 : Valletta) Operations research and enterprise systems (2022)

Rate-based daily arrival process models with application to call centers

von Oreshkin, Boris N.
Veröffentlicht in Operations research (-2016)

Dynamic call center routing policies using call waiting and agent idle times

von Chan, Wyean
Veröffentlicht in Manufacturing & service operations management (2014)