| * | 2009 |
|---|
| 10 | EE | L. Jeff Hong:
Estimating Quantile Sensitivities.
Operations Research 57(1): 118-130 (2009) |
| 2008 |
|---|
| 9 | EE | Guangwu Liu,
L. Jeff Hong:
Revisit of stochastic mesh method for pricing American options.
Winter Simulation Conference 2008: 594-601 |
| 2007 |
|---|
| 8 | 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 |
| 7 | EE | Nan Chen,
L. Jeff Hong:
Monte Carlo simulation in financial engineering.
Winter Simulation Conference 2007: 919-931 |
| 6 | EE | Guangwu Liu,
L. Jeff Hong:
Kernel estimation for quantile sensitivities.
Winter Simulation Conference 2007: 941-948 |
| 5 | 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 |
|---|
| 4 | 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) |
| 3 | EE | L. Jeff Hong,
Barry L. Nelson:
Discrete Optimization via Simulation Using COMPASS.
Operations Research 54(1): 115-129 (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 |
