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~person:"Peng, Yijie"
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Peng, Yijie
Hu, Jian
47
Hu, Jian-Qiang
25
Fu, Michael C.
9
Boyd, John H.
8
Cantor, Richard
8
Fu, Michael
8
Jagannathan, Ravi
8
Mehrotra, Sanjay
7
Girish, Muckai K.
4
Chen, Chun-hung
3
HU, JIAN
3
Homem-de-Mello, Tito
3
Hong, L. Jeff
3
Chen, Ruey-Shun
2
FOMBY, THOMAS B.
2
GUNTHER, JEFFERY W.
2
Glynn, Peter W.
2
Hu, Baixue
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Hu, Jian-Shiun
2
Hu, Yi-Chung
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Mou, Jian
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Song, Lianlian
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Su, Zheng
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Tzeng, Gwo-Hshiung
2
Wu, Neng-You
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Yang, Jian
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Zeng, Yu-Chao
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BOYD, JOHN H.
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Bansal, Manish
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Bernstein, Estela
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Cabaud, Bernard
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Calcagno, Juan Carlos
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Cantop, Richard
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Cao, Ying
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Chen, Xi
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Chiang, Wen-Chyuan
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Cui, Zhenyu
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INFORMS journal on computing : JOC
4
Operations research
2
European journal of operational research : EJOR
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
3
Efficient sampling allocation procedures for optimal quantile selection
Peng, Yijie
;
Chen, Chun-hung
;
Fu, Michael
;
Hu, Jian-Qiang
; …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 230-245
Persistent link: https://www.econbiz.de/10012496377
Saved in:
4
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
5
Technical note: central limit theorems for estimated functions at estimated points
Glynn, Peter W.
;
Fan, Lin
;
Fu, Michael
;
Hu, Jian-Qiang
; …
- In:
Operations research
68
(
2020
)
5
,
pp. 1557-1563
Persistent link: https://www.econbiz.de/10012301573
Saved in:
6
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
7
Dynamic sampling allocation and design selection
Peng, Yijie
;
Chen, Chun-hung
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011489257
Saved in:
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