Guangwu Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Technical Note—Bootstrap-based Budget Allocation for Nested Simulation Operations Research	2022-05-31	Paper
Kernel smoothing for nested estimation with application to portfolio risk measurement Operations Research	2018-03-06	Paper
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review ACM Transactions on Modeling and Computer Simulation	2017-06-30	Paper
Importance sampling for option Greeks with discontinuous payoffs INFORMS Journal on Computing	2016-08-12	Paper
Conditional Monte Carlo: A Change-of-Variables Approach	2016-03-21	Paper
Simulating risk contributions of credit portfolios Operations Research	2015-10-22	Paper
Simulating sensitivities of conditional value at risk Management Science	2012-03-01	Paper
Pathwise estimation of probability sensitivities through terminating or steady-state simulations Operations Research	2011-11-24	Paper
Kernel estimation of the Greeks for options with discontinuous payoffs Operations Research	2011-07-19	Paper
Kernel estimation of quantile sensitivities Naval Research Logistics	2010-03-09	Paper
Revisit of stochastic mesh method for pricing American options Operations Research Letters	2009-12-07	Paper
Estimation of state complexity of combined operations Theoretical Computer Science	2009-08-07	Paper
State complexity of basic language operations combined with reversal Information and Computation	2008-10-08	Paper
Fuzzy tree automata Fuzzy Sets and Systems	2007-07-26	Paper
The power of programmed grammars with graphs from various classes Journal of Applied Mathematics and Computing	2006-12-04	Paper
Algorithm of graph isomorphism with three dimensional DNA graph structures Progress in Natural Science	2005-08-25	Paper

Research outcomes over time

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