Perwez Shahabuddin

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Wanmo Kang

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Publications

2008
[j20]
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  - journals/ior/GlassermanKS08
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  - https://dblp.org/rec/journals/ior/GlassermanKS08
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin:
Fast Simulation of Multifactor Portfolio Credit Risk. Oper. Res. 56(5): 1200-1217 (2008)
2007
[j18]
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  - journals/tomacs/KangSW07
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Wanmo Kang, Perwez Shahabuddin, Ward Whitt:
Exploiting regenerative structure to estimate finite time averages via simulation. ACM Trans. Model. Comput. Simul. 17(2): 8 (2007)
2005
[c26]
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  - conf/wsc/KangS05
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Wanmo Kang, Perwez Shahabuddin:
Fast simulation for multifactor portfolio credit risk in the t-copula model. WSC 2005: 1859-1868

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