Guangxin Jiang

Available identifiers

Publication	Date of Publication	Type
Real-time derivative pricing and hedging with consistent metamodels	2024-11-20	Paper
On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation	2023-10-18	Paper
Solving Large-Scale Fixed-Budget Ranking and Selection Problems	2023-01-11	Paper
Online Risk Monitoring Using Offline Simulation	2021-01-07	Paper
On gamma estimation via matrix kriging	2019-08-19	Paper
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes	2018-09-28	Paper
Importance Splitting for Finite-Time Rare Event Simulation	2018-09-14	Paper
Gradient and Hessian of joint probability function with applications on chance-constrained programs	2018-01-12	Paper
Quantile sensitivity estimation for dependent sequences	2016-12-09	Paper
Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis	2015-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q5398763	2014-02-28	Paper
Review of Large-Scale Simulation Optimization	N/A	Paper

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