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Pricing American-Style Derivatives with European Call Options
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; … - In: Management science : journal of the Institute for … 52 (2006) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10006075519
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Probabilistic Error Bounds for Simulation Quantile Estimators
Jin, Xing; Fu, Michael C.; Xiong, Xiaoping - In: Management science : journal of the Institute for … 49 (2003) 2, pp. 230-246
Persistent link: https://www.econbiz.de/10006084824
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Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint
Bashyam, Sridhar; Fu, Michael C. - In: Management science : journal of the Institute for … 44 (1998) 12, pp. 243-256
Persistent link: https://www.econbiz.de/10006098319
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Estimating customer service in a two-location continuous review inventory model with emergency transshipments
Xu, Kefeng; Evers, Philip T.; Fu, Michael C. - In: European journal of operational research : EJOR 145 (2003) 3, pp. 569-584
Persistent link: https://www.econbiz.de/10006652055
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D MODELING AND SYSTEMS ANALYSIS - Optimization for simulation: Theory vs. practice De:000
Fu, Michael C. - In: Operations research, Management science : OR MS ; the … 43 (2003) 3, pp. 313-314
Persistent link: https://www.econbiz.de/10006506480
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What you should know about simulation and derivatives
Fu, Michael C. - In: Naval research logistics : an international journal 55 (2008) 8, pp. 723-736
Persistent link: https://www.econbiz.de/10008145597
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A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I. - In: Operations research : the journal of the Operations … 60 (2012) 2, pp. 447-461
Persistent link: https://www.econbiz.de/10009973778
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ARTICLES - Monotone Optimal Policies for a Transient Queueing Staffing Problem
Fu, Michael C.; Marcus, Steven I.; Wang, I.-Jeng - In: Operations research : the journal of the Operations … 48 (2000) 2, pp. 327-331
Persistent link: https://www.econbiz.de/10006419266
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Sample Path Derivatives for (s, S) Inventory Systems
Fu, Michael C. - In: Operations research : the journal of the Operations … 42 (1994) 2, pp. 351-364
Persistent link: https://www.econbiz.de/10006421032
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Rejoinder - Simulation Optimization in the Future: Evolution or Revolution?
Fu, Michael C. - In: INFORMS journal on computing : JOC 14 (2002) 3, pp. 226-227
Persistent link: https://www.econbiz.de/10007108526