Author:
Wang Yongqiang,Fu Michael C.,Marcus Steven I.
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Computer Science Applications
Cited by
24 articles.
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1. Simulation Optimization in the New Era of AI;Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From Methodologies to Applications;2023-10
2. Importance Sampling for Rare-Event Gradient Estimation;2022 Winter Simulation Conference (WSC);2022-12-11
3. Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods;Journal of Management Science and Engineering;2022-12
4. Quasi-Monte Carlo simulation for American option sensitivities;Journal of Computational and Applied Mathematics;2022-10
5. Combined Derivative Estimators;Advances in Modeling and Simulation;2022