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Estimating sensitivities of portfolio credit risk using Monte Carlo
Hong, L. Jeff; Juneja, Sandeep; Luo, Jun - In: INFORMS journal on computing : JOC 26 (2014) 4, pp. 848-865
Persistent link: https://www.econbiz.de/10010477690
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Chance constrained selection of the best
Hong, L. Jeff; Luo, Jun; Nelson, Barry L. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10011291305
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A FAST method for nested estimation
Liang, Guo; Zhang, Kun; Luo, Jun - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 6, pp. 1481-1500
Persistent link: https://www.econbiz.de/10015164594
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On the finite-sample statistical validity of adaptive fully sequential procedures
Cheng, Zhenxia; Luo, Jun; Wu, Ruijing - In: European journal of operational research : EJOR 307 (2023) 1, pp. 266-278
Persistent link: https://www.econbiz.de/10014292945