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Sandeep Juneja
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Rare-event simulation techniques: an introduction and recent advances
S Juneja, P Shahabuddin
Handbooks in operations research and management science 13, 291-350, 2006
2502006
A large deviations perspective on ordinal optimization
P Glynn, S Juneja
Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004
2342004
Nested simulation in portfolio risk measurement
MB Gordy, S Juneja
Management Science 56 (10), 1833-1848, 2010
2312010
Effective bandwidth and fast simulation of ATM intree networks
CS Chang, P Heidelberger, S Juneja, P Shahabuddin
Performance Evaluation 20 (1-3), 45-65, 1994
1921994
Simulating heavy tailed processes using delayed hazard rate twisting
S Juneja, P Shahabuddin
ACM Transactions on Modeling and Computer Simulation (TOMACS) 12 (2), 94-118, 2002
1302002
Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation
A Bassamboo, S Juneja, A Zeevi
Operations Research 56 (3), 593-606, 2008
1272008
Seroprevalence of SARS-CoV-2 in slums versus non-slums in Mumbai, India
A Malani, D Shah, G Kang, GN Lobo, J Shastri, M Mohanan, R Jain, ...
The Lancet Global Health 9 (2), e110-e111, 2021
1222021
System for optimal resource allocation and planning for hosting computing services
JS Shahabuddin, K Balaji, S Kapoor, S Juneja, V Gupta, A Chrungoo
US Patent 6,877,035, 2005
942005
Adaptive importance sampling technique for Markov chains using stochastic approximation
TPI Ahamed, VS Borkar, S Juneja
Operations Research 54 (3), 489-504, 2006
812006
The concert queueing game: to wait or to be late
R Jain, S Juneja, N Shimkin
Discrete Event Dynamic Systems 21 (1), 103-138, 2011
662011
Efficient simulation of tail probabilities of sums of correlated lognormals
S Asmussen, J Blanchet, S Juneja, L Rojas-Nandayapa
Annals of Operations Research 189 (1), 5-23, 2011
562011
Fast simulation of Markov chains with small transition probabilities
S Juneja, P Shahabuddin
Management Science 47 (4), 547-562, 2001
562001
Stream-packing: Resource allocation in web server farms with a qos guarantee
J Shahabuddin, A Chrungoo, V Gupta, S Juneja, S Kapoor, A Kumar
International Conference on High-Performance Computing, 182-191, 2001
462001
The concert queueing game: strategic arrivals with waiting and tardiness costs
S Juneja, N Shimkin
Queueing Systems 74 (4), 369-402, 2013
442013
Selecting the best system, large deviations, and multi-armed bandits
P Glynn, S Juneja
arXiv preprint arXiv:1507.04564, 2015
41*2015
Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies
S Juneja, P Shahabuddin
IEEE Transactions on Reliability 50 (3), 235-245, 2001
41*2001
Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies.
S Juneja, P Shahabuddin
FTCS, 150-159, 1992
371992
Kernel smoothing for nested estimation with application to portfolio risk measurement
LJ Hong, S Juneja, G Liu
Operations Research 65 (3), 657-673, 2017
362017
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
S Juneja
Queueing Systems 57 (2), 115-127, 2007
352007
Monte Carlo methods for pricing financial options
N Bolia, S Juneja
Sadhana 30 (2), 347-385, 2005
342005
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