 | 2012 |
|---|
| 25 |       | L. Jeff Hong,
Xiangtong Qi,
Fugee Tsung:
Foreword.
Annals OR 192(1): 1-2 (2012) |
| 24 | | Jie Zhang,
L. Jeff Hong,
Rachel Q. Zhang:
Fighting strategies in a market with counterfeits.
Annals OR 192(1): 49-66 (2012) |
| 2011 |
|---|
| 23 | | Guangwu Liu,
L. Jeff Hong:
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.
Operations Research 59(1): 96-108 (2011) |
| 22 | | L. Jeff Hong,
Yi Yang,
Liwei Zhang:
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach.
Operations Research 59(3): 617-630 (2011) |
| 2010 |
|---|
| 21 | | Zhaolin Hu,
Jing Cao,
L. Jeff Hong:
Robust simulation of environmental policies using the DICE model.
Winter Simulation Conference 2010: 1295-1305 |
| 20 | | Jie Xu,
Barry L. Nelson,
L. Jeff Hong:
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation.
ACM Trans. Model. Comput. Simul. 20(1): (2010) |
| 19 | | Lihua Sun,
L. Jeff Hong:
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk.
Oper. Res. Lett. 38(4): 246-251 (2010) |
| 18 | | L. Jeff Hong,
Barry L. Nelson,
Jie Xu:
Speeding up COMPASS for high-dimensional discrete optimization via simulation.
Oper. Res. Lett. 38(6): 550-555 (2010) |
| 17 | | L. Jeff Hong,
Guangwu Liu:
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Operations Research 58(2): 357-370 (2010) |
| 2009 |
|---|
| 16 | | Sandeep Juneja,
L. Jeff Hong:
Estimating the Mean of a Non-linear Function of Conditional Expectation.
Winter Simulation Conference 2009: 1223-1236 |
| 15 | | Lihua Sun,
L. Jeff Hong:
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.
Winter Simulation Conference 2009: 415-422 |
| 14 | | L. Jeff Hong,
Barry L. Nelson:
A Brief Introduction to Optimization via Simulation.
Winter Simulation Conference 2009: 75-85 |
| 13 | | Michael C. Fu,
L. Jeff Hong,
Jian-Qiang Hu:
Conditional Monte Carlo Estimation of Quantile Sensitivities.
Management Science 55(12): 2019-2027 (2009) |
| 12 | | L. Jeff Hong,
Guangwu Liu:
Simulating Sensitivities of Conditional Value at Risk.
Management Science 55(2): 281-293 (2009) |
| 11 | | Guangwu Liu,
L. Jeff Hong:
Revisit of stochastic mesh method for pricing American options.
Oper. Res. Lett. 37(6): 411-414 (2009) |
| 10 | | L. Jeff Hong:
Estimating Quantile Sensitivities.
Operations Research 57(1): 118-130 (2009) |
| 2008 |
|---|
| 9 | | Guangwu Liu,
L. Jeff Hong:
Revisit of stochastic mesh method for pricing American options.
Winter Simulation Conference 2008: 594-601 |
| 2007 |
|---|
| 8 | | Kuo-Hao Chang,
L. Jeff Hong,
Hong Wan:
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.
Winter Simulation Conference 2007: 346-354 |
| 7 | | Nan Chen,
L. Jeff Hong:
Monte Carlo simulation in financial engineering.
Winter Simulation Conference 2007: 919-931 |
| 6 | | Guangwu Liu,
L. Jeff Hong:
Kernel estimation for quantile sensitivities.
Winter Simulation Conference 2007: 941-948 |
| 5 | | L. Jeff Hong,
Barry L. Nelson:
A framework for locally convergent random-search algorithms for discrete optimization via simulation.
ACM Trans. Model. Comput. Simul. 17(4): (2007) |
| 2006 |
|---|
| 4 | | Juta Pichitlamken,
Barry L. Nelson,
L. Jeff Hong:
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation.
European Journal of Operational Research 173(1): 283-298 (2006) |
| 3 | | L. Jeff Hong,
Barry L. Nelson:
Discrete Optimization via Simulation Using COMPASS.
Operations Research 54(1): 115-129 (2006) |
| 2005 |
|---|
| 2 | | L. Jeff Hong:
Discrete optimization via simulation using coordinate search.
Winter Simulation Conference 2005: 803-810 |
| 2003 |
|---|
| 1 | | L. Jeff Hong,
Barry L. Nelson:
Indifference zone selection procedures: an indifference-zone selection procedure with minimum switching and sequential sampling.
Winter Simulation Conference 2003: 474-480 |
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