Perwez Shahabuddin

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

OpenAlex: A5060739623

Deceased Formerly at Department of Industrial Engineering and Operations Research, Columbia University, New York

Publications

• Fast Simulation of Multifactor Portfolio Credit Risk — Operations Research 2008
• Fast Simulation of Markov Chains with Small Transition Probabilities — Management Science 2001
• Variance Reduction Techniques for Estimating Value-at-Risk — Management Science 2000
• Multilevel Splitting for Estimating Rare Event Probabilities — Operations Research 1999
• Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes — Management Science 1998
• Importance Sampling for the Simulation of Highly Reliable Markovian Systems — Management Science 1994