John M. Charnes

Publication Activity (10 Years)

Years Active: 1988-2010
Publications (10 Years): 0

Publications

Barry R. Cobb, John M. Charnes
A graphical method for valuing switching options. J. Oper. Res. Soc. 61 (11) (2010)
Barry R. Cobb, John M. Charnes
Real options valuation. WSC (2007)
John M. Charnes, Prakash P. Shenoy
Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation. Manag. Sci. 50 (3) (2004)
Barry R. Cobb, John M. Charnes
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization. WSC (2004)
Barry R. Cobb, John M. Charnes
Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation. WSC (2003)
John M. Charnes
Options pricing: using simulation for option pricing. WSC (2000)
John M. Charnes, Prakash P. Shenoy
A Forward Monte Carlo Method for Solving Influence Diagrams using local Computation. AISTATS (1997)
John M. Charnes
Tests for special causes with multivariate autocorrelated data. Comput. Oper. Res. 22 (4) (1995)
John M. Charnes
Analyzing Multivariate Output. WSC (1995)
John M. Charnes, Evelyn I. Chen
Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processes. WSC (1994)
John M. Charnes, John S. Carson II, Merriel C. Dewsnup, Andrew F. Seila, Jeffrey D. Tew, Randall P. Sadowski
Output analysis research: why bother? (panel discussion). WSC (1994)
John M. Charnes
Statistical analysis of output processes. WSC (1993)
John M. Charnes
Multivariate simulation output analysis. WSC (1991)
John M. Charnes
Power comparisons for the multivariate batch-means method. WSC (1990)
John M. Charnes, W. David Kelton
A comparison of confidence region estimators for multivariate simulation output. WSC (1988)