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Efficient computation of exposure profiles for counterparty credit risk
Graaf, Cornelis S. L. de; Feng, Qian; Kandhai, Drona; … - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10010391508
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Inventory models with shelf-age and delay-dependent inventory costs
Federgruen, Awi; Wang, Min - In: Operations research 63 (2015) 3, pp. 701-715
Persistent link: https://www.econbiz.de/10011292931
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Monotonicity properties of a class of stochastic inventory systems
Federgruen, Awi; Wang, Min - 2013
Persistent link: https://www.econbiz.de/10010192794
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CVA for Cliquet options under Heston model
Feng, Yaqin; Wang, Min; Zhang, Yuanqing - In: The North American journal of economics and finance : a … 48 (2019), pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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Simulation optimization using stochastic kriging with robust statistics
Ouyang, Linhan; Han, Mei; Ma, Yizhong; Wang, Min; Park, … - In: Journal of the Operational Research Society 74 (2023) 3, pp. 623-636
Persistent link: https://www.econbiz.de/10014331918