Simulating Sensitivities of Conditional Value at RiskL. Jeff Hong and Guangwu Liu · Management Science · 2009

Simulating Sensitivities of Conditional Value at RiskHong, L. Jeff; Liu, Guangwu · Management Science · 2009

Revisit of stochastic mesh method for pricing American optionsGuangwu Liu; L. Jeff Hong · 2009

Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State SimulationsHong, L. Jeff; Liu, Guangwu · Operations Research · 2010

Monte Carlo Methods for Value-at-Risk and Conditional Value-at-RiskHong, L. Jeff; Hu, Zhaolin; Liu, Guangwu · ACM Transactions on Modeling and Computer Simulation · 2014

[IEEE 2007 Winter Simulation Conference - Washington, DC, USA (2007.12.9-2007.12.12)] 2007 Winter Simulation Conference - Kernel estimation for quantile sensitivitiesGuangwu Liu, ; Jeff Hong, L. · 2007

[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - Revisit of stochastic mesh method for pricing American optionsLiu, Guangwu; Hong, L. Jeff · 2008

Test sets of integer programsRobert Weismantel · Mathematical Methods of Operations Research (ZOR) · 1998

Inverse problem of minimum cutsJianzhong Zhang; Mao -Cheng Cai · Mathematical Methods of Operations Research (ZOR) · 1998

Thek-partitioning problemLuitpold Babel; Hans Kellerer; Vladimir Kotov · Mathematical Methods of Operations Research (ZOR) · 1998

Book reviewsPetra Huh; Horst W. Hamacher · Mathematical Methods of Operations Research (ZOR) · 1998

Restricted component additive gamesImma Curiel; Herbert Hamers; Stef Tijs; Jos Potters · Mathematical Methods of Operations Research (ZOR) · 1997

Inverse Matroid Intersection ProblemCai Mao-Cheng; Yanjun Li · Mathematical Methods of Operations Research (ZOR) · 1997

Book reviewsE. Schaich; H. Volger; Fredi Tröltzsch · Mathematical Methods of Operations Research (ZOR) · 1997

Book reviewsJ. Zimmermann; Hans Daduna · Mathematical Methods of Operations Research (ZOR) · 1996