| |
| 2008 | ||
|---|---|---|
| 8 | EE | Guangwu Liu, L. Jeff Hong: Revisit of stochastic mesh method for pricing American options. Winter Simulation Conference 2008: 594-601 |
| 2007 | ||
| 7 | EE | 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 |
| 6 | EE | Nan Chen, L. Jeff Hong: Monte Carlo simulation in financial engineering. Winter Simulation Conference 2007: 919-931 |
| 5 | EE | Guangwu Liu, L. Jeff Hong: Kernel estimation for quantile sensitivities. Winter Simulation Conference 2007: 941-948 |
| 4 | EE | 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 | ||
| 3 | EE | 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) |
| 2005 | ||
| 2 | EE | L. Jeff Hong: Discrete optimization via simulation using coordinate search. Winter Simulation Conference 2005: 803-810 |
| 2003 | ||
| 1 | EE | 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 |
| 1 | Kuo-Hao Chang | [7] |
| 2 | Nan Chen | [6] |
| 3 | Guangwu Liu | [5] [8] |
| 4 | Barry L. Nelson | [1] [3] [4] |
| 5 | Juta Pichitlamken | [3] |
| 6 | Hong Wan | [7] |