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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)
Mathematics for simulation
Henderson, Shane G., (2006)
Some properties of simulation interval estimators under dependence induction
Nelson, Barry L., (1987)
Antithetic-variate splitting for steady-sate simulations
Nelson, Barry L., (1988)