Statistics
Publications
7
Citations
335
H-Index
7
Active since
1992
Affiliations
Imperial College London(Current)
Alexander Kreinin is an author at Imperial College London specializing in computer science, business, and queueing systems.
Publications per year
1992–2012
7
7
Construction and Comparison of High-Dimensional Sobol' Generators
I. M. Sobol, Danil Asotsky, Alexander Kreinin et al. · Wilmott · 2011 · 210 citations
Portfolio credit-risk optimization
Ian Iscoe, Alexander Kreinin, Helmut Mausser et al. · Journal of Banking & Finance · 2012 · 33 citations
Queueing systems with renovation
Alexander Kreinin · International Journal of Stochastic Analysis · 1996 · 18 citations · Full text
Measuring Portfolio Risk Using Quasi Monte Carlo Methods
Alexander Kreinin, Leonid Merkoulovitch, Dan Rosen et al. · 1998 · 18 citations
Business, Finance, Risk Management +17
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