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Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C., (2013)
Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin, (2022)
Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap, (2022)
Upper bounds on Poisson tail probabilities
Glynn, Peter W., (1987)
Stochastic optimization by simulation : convergence proofs for the GI/G/1 queue in steady-state
L'Ecuyer, Pierre, (1994)
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell, (2004)