Eduardo Saliby

Publication Activity (10 Years)

Years Active: 1997-2009
Publications (10 Years): 0

Publications

Eduardo Saliby, R. J. Paul
A farewell to the use of antithetic variates in Monte Carlo simulation. J. Oper. Res. Soc. 60 (7) (2009)
Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling. WSC (2005)
Leonardo Chwif, Marcos Ribeiro Pereira Barretto, Eduardo Saliby
Supply chain analysis: supply chain analysis: spreadsheet or simulation? WSC (2002)
Caio Fiuza Silva, Eduardo Saggioro Garcia, Eduardo Saliby
General applications 1: soccer championship analysis using monte carlo simulation. WSC (2002)
Eduardo Saggioro Garcia, Caio Fiuza Silva, Eduardo Saliby
Warehousing and inventory management: a simulation model to validate and evaluate the adequacy of an analytical expression for proper safety stock sizing. WSC (2002)
Eduardo Saliby, Flavio Pacheco
financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling. WSC (2002)
Eduardo Saliby
Descriptive Sampling: An Improvement over Latin Hypercube Sampling. WSC (1997)