The following pages link to L. Jeff Hong (Q614037):
Displayed 28 items.
- Speeding up COMPASS for high-dimensional discrete optimization via simulation (Q614039) (← links)
- Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456) (← links)
- Revisit of stochastic mesh method for pricing American options (Q1043249) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation (Q2491793) (← links)
- Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments (Q2795876) (← links)
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
- Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search (Q2941434) (← links)
- Indifference-Zone-Free Selection of the Best (Q2957472) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (Q3013921) (← links)
- Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations (Q3100473) (← links)
- Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (Q3109866) (← links)
- Simulating Sensitivities of Conditional Value at Risk (Q3117797) (← links)
- Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
- Discrete Optimization via Simulation Using COMPASS (Q3391965) (← links)
- Chance Constrained Selection of the Best (Q3466776) (← links)
- A framework for locally convergent random-search algorithms for discrete optimization via simulation (Q4565393) (← links)
- Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement (Q4604901) (← links)
- Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments (Q5031020) (← links)
- Solving Large-Scale Fixed-Budget Ranking and Selection Problems (Q5060777) (← links)
- Speeding Up Paulson’s Procedure for Large-Scale Problems Using Parallel Computing (Q5084671) (← links)
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
- Kernel estimation of quantile sensitivities (Q5187931) (← links)
- On gamma estimation via matrix kriging (Q5229974) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Technical note—Knowledge gradient for selection with covariates: Consistency and computation (Q6053135) (← links)
- Technical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demand (Q6072149) (← links)
