Guangxin Jiang

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
Real-time derivative pricing and hedging with consistent metamodels INFORMS Journal on Computing	2024-11-20	Paper
On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation Naval Research Logistics	2023-10-18	Paper
Solving Large-Scale Fixed-Budget Ranking and Selection Problems INFORMS Journal on Computing	2023-01-11	Paper
Online Risk Monitoring Using Offline Simulation INFORMS Journal on Computing	2021-01-07	Paper
On gamma estimation via matrix kriging Naval Research Logistics	2019-08-19	Paper
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes Operations Research Letters	2018-09-28	Paper
Importance Splitting for Finite-Time Rare Event Simulation IEEE Transactions on Automatic Control	2018-09-14	Paper
Gradient and Hessian of joint probability function with applications on chance-constrained programs Journal of the Operations Research Society of China	2018-01-12	Paper
Quantile sensitivity estimation for dependent sequences Journal of Applied Probability	2016-12-09	Paper
Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis Operations Research	2015-11-20	Paper
Monte Carlo acceleration methods for pricing Asian options in high performance computation	2014-02-28	Paper
Review of Large-Scale Simulation Optimization	N/A	Paper

Research outcomes over time

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