John M. Charnes

According to our database, John M. Charnes authored at least 15 papers between 1988 and 2010.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2010

A graphical method for valuing switching options.

Barry R. Cobb, John M. Charnes

J. Oper. Res. Soc., 2010

2007

Real options valuation.

Barry R. Cobb, John M. Charnes

Proceedings of the Winter Simulation Conference, 2007

2004

Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation.

John M. Charnes, Prakash P. Shenoy

Manag. Sci., 2004

Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization.

Barry R. Cobb, John M. Charnes

Proceedings of the 36th conference on Winter simulation, 2004

2003

Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation.

Barry R. Cobb, John M. Charnes

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2000

Options pricing: using simulation for option pricing.

John M. Charnes

Proceedings of the 32nd conference on Winter simulation, 2000

1997

A Forward Monte Carlo Method for Solving Influence Diagrams using local Computation.

John M. Charnes, Prakash P. Shenoy

Proceedings of the Sixth International Workshop on Artificial Intelligence and Statistics, 1997

1995

Tests for special causes with multivariate autocorrelated data.

John M. Charnes

Comput. Oper. Res., 1995

Analyzing Multivariate Output.

John M. Charnes

Proceedings of the 27th conference on Winter simulation, 1995

1994

Output analysis research: why bother? (panel discussion).

John M. Charnes, John S. Carson II, Merriel C. Dewsnup, Andrew F. Seila, Jeffrey D. Tew, Randall P. Sadowski

Proceedings of the 26th conference on Winter simulation, 1994

Vector-autoregressive inference for equally spaced, time-averaged, multiple queue length processes.

John M. Charnes, Evelyn I. Chen

Proceedings of the 26th conference on Winter simulation, 1994

1993

Statistical analysis of output processes.

John M. Charnes

Proceedings of the 25th Winter Simulation Conference, 1993

1991

Multivariate simulation output analysis.

John M. Charnes

Proceedings of the 23th Winter Simulation Conference, 1991

1990

Power comparisons for the multivariate batch-means method.

John M. Charnes

Proceedings of the 22th Winter Simulation Conference, 1990

1988

A comparison of confidence region estimators for multivariate simulation output.

John M. Charnes, W. David Kelton

Proceedings of the 20th conference on Winter simulation, 1988