Vadim Lesnevski

According to our database, Vadim Lesnevski authored at least 4 papers between 2003 and 2007.

Collaborative distances:

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

2007

Simulation of Coherent Risk Measures Based on Generalized Scenarios.

Vadim Lesnevski, Barry L. Nelson, Jeremy Staum

Manag. Sci., 2007

2006

An adaptive procedure for estimating coherent risk measures based on generalized scenarios.

Vadim Lesnevski, Barry L. Nelson, Jeremy Staum

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2004

Simulation of Coherent Risk Measures.

Vadim Lesnevski, Barry L. Nelson, Jeremy Staum

Proceedings of the 36th conference on Winter simulation, 2004

2003

New simulation methodology for finance: work reduction in financial simulations.

Jeremy Staum, Samuel Ehrlichman, Vadim Lesnevski

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