Tarik Borogovac, Ph.D.
Affiliations: | 2009 | Boston University, Boston, MA, United States |
Area:
System Science Engineering, Operations Research, MathematicsGoogle:
"Tarik Borogovac"Parents
Sign in to add mentor| Pirooz Vakili | grad student | 2009 | Boston University | |
| (Constructive and generic control variates for Monte Carlo estimation.) | ||||
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Publications
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| Borogovac T, Sun N, Vakili P. (2013) Perturbation analysis and variance reduction in Monte Carlo simulation Stochastic Simulation Optimization For Discrete Event Systems: Perturbation Analysis, Ordinal Optimization, and Beyond. 45-62 |
| Borogovac T, Sun N, Vakili P. (2010) Control variates for sensitivity estimation Proceedings - Winter Simulation Conference. 2629-2641 |
| Borogovac T, Vakili P. (2008) Control variate technique: A constructive approach Proceedings - Winter Simulation Conference. 320-327 |
| Zhao G, Borogovac T, Vakili P. (2007) Efficient estimation of option price and price sensitivities via Structured Database Monte Carlo (SDMC) Proceedings - Winter Simulation Conference. 984-991 |