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Systemic risk and optimal fee for central clearing counterparty under partial netting
Cui, Zhenyu; Feng, Qi; Hu, Ruimeng; Zou, Bin - In: Operations research letters 46 (2018) 3, pp. 306-311
Persistent link: https://www.econbiz.de/10011873375
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On the optimal design of the randomized unbiased Monte Carlo estimators
Cui, Zhenyu; Lee, Chihoon; Zhu, Lingjiong; Zhu, Yunfan - In: Operations research letters 49 (2021) 4, pp. 477-484
Persistent link: https://www.econbiz.de/10012649016
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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu - In: Operations research letters 50 (2022) 2, pp. 199-204
Persistent link: https://www.econbiz.de/10013192693