Guangwu Liu

Available identifiers

Publication	Date of Publication	Type
Technical Note—Bootstrap-based Budget Allocation for Nested Simulation	2022-05-31	Paper
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement	2018-03-06	Paper
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk	2017-06-30	Paper
Importance Sampling for Option Greeks with Discontinuous Payoffs	2016-08-12	Paper
Conditional Monte Carlo: A Change-of-Variables Approach	2016-03-21	Paper
Simulating Risk Contributions of Credit Portfolios	2015-10-22	Paper
Simulating sensitivities of conditional value at risk	2012-03-01	Paper
Pathwise estimation of probability sensitivities through terminating or steady-state simulations	2011-11-24	Paper
Kernel estimation of the Greeks for options with discontinuous payoffs	2011-07-19	Paper
Kernel estimation of quantile sensitivities	2010-03-09	Paper
Revisit of stochastic mesh method for pricing American options	2009-12-07	Paper
Estimation of state complexity of combined operations	2009-08-07	Paper
State complexity of basic language operations combined with reversal	2008-10-08	Paper
Fuzzy tree automata	2007-07-26	Paper
The power of programmed grammars with graphs from various classes	2006-12-04	Paper
Algorithm of graph isomorphism with three dimensional DNA graph structures	2005-08-25	Paper

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