- Overview Papers
B. Ankenman, B. L. Nelson and J. Staum, "Stochastic Kriging for Simulation Metamodeling,"

*Operations Research***58**(2010), 371-382J. Staum, "Better Simulation Metamodeling: The Why, What, and How of Stochastic Kriging," forthcoming in

*Proceedings of the 2009 Winter Simulation Conference*, ed. M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls.Slides from Advanced Tutorial WSC 09

X. Chen, B. E. Ankenman and B. L. Nelson, "The Effects of Common Random Numbers on Stochastic Kriging Metamodels," Working Paper, Department of Industrial Engineering and Management Sciences, Northwestern University.

- Applications
M. Liu, B. L. Nelson and J. Staum, "Simulation on Demand for Pricing Many Securities," Working paper.

M. Liu and J. Staum, "Estimating Expected Shortfall with Stochastic Kriging," Working paper.

R. E. Baysal, B. L. Nelson and J. Staum, "Response Surface Methodology for Simulating Hedging and Trading Strategies,"

*Proceedings of the 2008 Winter Simulation Conference*, 629-638.