L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
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Optimization via simulation using Gaussian process-based search
Robust simulation of environmental policies
A brief introduction to optimization via simulation
Estimating expectations of nonlinear functions
The asymptotic expansions of value-at-risk and conditional value-at-risk
Revisit of stochastic mesh method for pricing American options
Kernel estimation of quantile sensitivity
Monte-Carlo method in financial engineering
Stochastic trust region gradient-free method: A new response-surface-based algorithm for simulation optimization
Analyzing capacity competition among the airports in the Pearl River Delta
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