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INFORMS journal on computing : JOC
Discussion paper series / IZA
64
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Efficient VaR and CSaR measurement via stochastic kriging
Chen, Xi
;
Kim, Kyoung-Kuk
- In:
INFORMS journal on computing : JOC
28
(
2016
)
4
,
pp. 629-644
Persistent link: https://www.econbiz.de/10011617535
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An efficient Morris method-based framework for simulation factor screening
Shi, Wen
;
Chen, Xi
;
Shang, Jennifer
- In:
INFORMS journal on computing : JOC
31
(
2019
)
4
,
pp. 745-770
Persistent link: https://www.econbiz.de/10012125742
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