Guang-Xin Jiang

Available identifiers

zbMath Open jiang.guangxinMaRDI QIDQ1689059

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Guang-Xin Jiang