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Samim Ghamami

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Journal Articles

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2022
[j4]
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Samim Ghamami, Paul Glasserman, H. Peyton Young:
Collateralized Networks. Manag. Sci. 68(3): 2202-2225 (2022)
2019
[j3]
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Samim Ghamami, Paul Glasserman:
Submodular Risk Allocation. Manag. Sci. 65(10): 4656-4675 (2019)
2013
[j2]
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Samim Ghamami, Amy R. Ward:
Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy. Math. Oper. Res. 38(4): 761-824 (2013)
2012
[j1]
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Samim Ghamami, Sheldon M. Ross:
Improving the Asmussen-Kroese-Type Simulation Estimators. J. Appl. Probab. 49(4): 1188-1193 (2012)

Conference and Workshop Papers

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2014
[c1]
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Samim Ghamami, Bo Zhang:
Efficient monte carlo CVA estimation. WSC 2014: 453-464

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