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"An exact and implementable computation of the final outbreak size distribution under Erlang distributed infectious period",
Mathematical Biosciences, vol. 325, pp. 108363, 2020.
"Mind the independence gap",
Discrete Mathematics, vol. 343, pp. 111943, 2020.
"On Almost Well-Covered Graphs of Girth at Least 6",
Discrete Mathematics & Theoretical Computer Science, vol. 20, 2018.
"Efficient simulations for a Bernoulli mixture model of portfolio credit risk",
Annals of Operations Research, vol. 260, pp. 113–128, 2018.
"Linear-Time Generation of Random Chordal Graphs",
International Conference on Algorithms and Complexity: Springer, 2017.
"Maximum number of edges in claw-free graphs whose maximum degree and matching number are bounded",
Discrete Mathematics, vol. 340, pp. 927 - 934, 2017.
"Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric",
Wilmott, vol. 2017, pp. 44–57, 2017.
"Sensitivity analysis for models with multiple behavior modes: a method based on behavior pattern measures",
System Dynamics Review, vol. 32, pp. 332–362, 2016.
A Distributional Approach to Generalized Stochastic Processes on Locally Compact Abelian Groups,
: Springer International Publishing, pp. 423–446, 2014.
"Control variates and conditional Monte Carlo for basket and Asian options",
Insurance: Mathematics and Economics, vol. 52, no. 3: North-Holland, pp. 421–434, 2013.
"Generating generalized inverse Gaussian random variates",
Statistics and Computing: Springer US, pp. 1–11, 2013.
"Optimally stratified importance sampling for portfolio risk with multiple loss thresholds",
Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
"Polar permutation graphs are polynomial-time recognisable",
European Journal of Combinatorics, vol. 34, no. 3: Academic Press, pp. 576–592, 2013.
"Transformed density rejection with inflection points",
Statistics and Computing, vol. 23, no. 2: Springer US, pp. 251–260, 2013.
"Computing minimum geodetic sets of proper interval graphs",
LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
"Computing minimum geodetic sets of proper interval graphs",
LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
"Fast simulations in credit risk",
Quantitative Finance, vol. 12, no. 10: Routledge, pp. 1557–1569, 2012.
"A general control variate method for option pricing under Lévy processes",
European Journal of Operational Research, vol. 221, no. 2: North-Holland, pp. 368–377, 2012.
"New control variates for Lévy process models",
Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
"Generating generalized inverse Gaussian random variates by fast inversion",
Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.
"Using the continuous price as control variate for discretely monitored options",
Mathematics and Computers in Simulation, vol. 82, no. 4: North-Holland, pp. 691–704, 2011.
"Dynamics of Glucose-Insulin Regulation: Insulin Injection Regime for Patients with Diabetes Type 1",
The 28th International System Dynamics Conference, Seoul, Korea: System Dynamics Society (http://www.systemdynamics.org/conferences/2010/index.htm), 2010.
"Recognizing line-polar bipartite graphs in time O (n)",
Discrete Applied Mathematics, vol. 158, no. 15: Elsevier, pp. 1593–1598, 2010.
"t-Copula generation for control variates",
Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.
"Efficient Numerical Inversion for Financial Simulations",
Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
"Sampling from Linear Multivariate Densities",
Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman, Heidelberg, Springer-Verlag, pp. 143–152, 2009.
"Toward Development of Adaptive Service-Based Software Systems",
IEEE Transactions on Services Computing, vol. 2, pp. 247-260, 2009.
"Polarity of chordal graphs",
Discrete Applied Mathematics, vol. 156, no. 13: Elsevier, pp. 2469–2479, 2008.
"A simple Generator for the t-Distribution",
Computing, vol. 81, 2007.
"Black-Box Algorithms for Sampling from Continuous Distributions",
Proceedings of the 2006 Winter Simulation Conference, pp. 129–136, 2006.
