Eduardo Saliby

According to our database, Eduardo Saliby authored at least 7 papers between 1997 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2009

A farewell to the use of antithetic variates in Monte Carlo simulation.

Eduardo Saliby, R. J. Paul

J. Oper. Res. Soc., 2009

2005

Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling.

Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2002

General applications 1: soccer championship analysis using monte carlo simulation.

Caio Fiuza Silva, Eduardo Saggioro Garcia, Eduardo Saliby

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

financial derivatives and real options: an empirical evaluation of sampling methods in risk analysis simulation: quasi-monte carlo, descriptive sampling, and Latin Hypercube sampling.

Eduardo Saliby, Flavio Pacheco

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Warehousing and inventory management: a simulation model to validate and evaluate the adequacy of an analytical expression for proper safety stock sizing.

Eduardo Saggioro Garcia, Caio Fiuza Silva, Eduardo Saliby

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Supply chain analysis: supply chain analysis: spreadsheet or simulation?

Leonardo Chwif, Marcos Ribeiro Pereira Barretto, Eduardo Saliby

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

1997

Descriptive Sampling: An Improvement over Latin Hypercube Sampling.

Eduardo Saliby

Proceedings of the 29th conference on Winter simulation, 1997