Search Results - Ghamami, Samim

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  1. 1
    Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy

    Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy by Ghamami, Samim, Ward, Amy R.

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  2. 2
    Efficient Monte Carlo counterparty credit risk pricing and measurement

    Efficient Monte Carlo counterparty credit risk pricing and measurement by Ghamami, Samim, Zhang, Bo

    Published in Journal of credit risk
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  3. 3
    Improving the Asmusse} - Kroese-type simulation estimators

    Improving the Asmusse} - Kroese-type simulation estimators by Ghamami, Samim, Ross, Sheldon M

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  4. 4
    Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA

    Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA by Ghamami, Samim, Goldberg, Lisa R.

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  5. 5
    Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process

    Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process by Ross, Sheldon M, Ghamami, Samim

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