Vadim Lesnevski

Publication Activity (10 Years)

Years Active: 2003-2007
Publications (10 Years): 0

Publications

Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
Simulation of Coherent Risk Measures Based on Generalized Scenarios. Manag. Sci. 53 (11) (2007)
Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
An adaptive procedure for estimating coherent risk measures based on generalized scenarios. WSC (2006)
Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
Simulation of Coherent Risk Measures. WSC (2004)
Jeremy Staum, Samuel Ehrlichman, Vadim Lesnevski
New simulation methodology for finance: work reduction in financial simulations. WSC (2003)