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Discrete Optimization via Simulation Using COMPASS
Hong, L.Jeff; Nelson, Barry L. - In: Operations research : the journal of the Operations … 54 (2006) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10006416969
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Revisit of stochastic mesh method for pricing American options
Liu, Guangwu; Hong, L.Jeff - In: Operations research letters 37 (2009) 6, pp. 411-414
Persistent link: https://www.econbiz.de/10008323310
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Selecting the best system when systems are revealed sequentially
Hong, L.Jeff; Nelson, Barry L. - In: IIE transactions / Institute of Industrial Engineers, … 39 (2007) 7, pp. 723-734
Persistent link: https://www.econbiz.de/10007731983
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A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
Pichitlamken, Juta; Nelson, Barry L.; Hong, L.Jeff - In: European journal of operational research : EJOR 173 (2006) 1, pp. 283-298
Persistent link: https://www.econbiz.de/10007259731
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Simulating Sensitivities of Conditional Value at Risk
Hong, L.Jeff; Liu, Guangwu - In: Management science : journal of the Institute for … 55 (2009) 2, pp. 281-293
Persistent link: https://www.econbiz.de/10008172327