John M. Charnes

17 papers A 1Misc 13Journal 3
YearRankTypeTitle / Venue / Authors
2010 J jnl
A graphical method for valuing switching options.
J. Oper. Res. Soc.
Barry R. Cobb, John M. Charnes
2007 Misc conf
Real options valuation.
WSC
Barry R. Cobb, John M. Charnes
2004 Misc conf
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization.
WSC
Barry R. Cobb, John M. Charnes
2004 J jnl
Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation.
Manag. Sci.
John M. Charnes, Prakash P. Shenoy
2003 Misc conf
Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation.
WSC
Barry R. Cobb, John M. Charnes
2002 Misc ed.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002
WSC
Jane L. Snowdon, John M. Charnes
2000 Misc conf
Options pricing: using simulation for option pricing.
WSC
John M. Charnes
1997 A conf
A Forward Monte Carlo Method for Solving Influence Diagrams using local Computation.
AISTATS
John M. Charnes, Prakash P. Shenoy
1996 Misc ed.
Proceedings of the 28th conference on Winter simulation, WSC 1996, Coronado, CA, USA, December 8-11, 1996
WSC
John M. Charnes, Douglas J. Morrice, Daniel T. Brunner, James J. Swain
1995 Misc conf
Analyzing Multivariate Output.
WSC
John M. Charnes
1995 J jnl
Tests for special causes with multivariate autocorrelated data.
Comput. Oper. Res.
John M. Charnes
1994 Misc conf
Output analysis research: why bother? (panel discussion).
WSC
John M. Charnes, John S. Carson II, Merriel C. Dewsnup, Andrew F. Seila, Jeffrey D. Tew, Randall P. Sadowski
1994 Misc conf
Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processes.
WSC
John M. Charnes, Evelyn I. Chen
1993 Misc conf
Statistical analysis of output processes.
WSC
John M. Charnes
1991 Misc conf
Multivariate simulation output analysis.
WSC
John M. Charnes
1990 Misc conf
Power comparisons for the multivariate batch-means method.
WSC
John M. Charnes
1988 Misc conf
A comparison of confidence region estimators for multivariate simulation output.
WSC
John M. Charnes, W. David Kelton