Lei Lei

Orcid: 0000-0002-4563-2437

Affiliations:

Fudan University, School of Management, Shanghai, China (PhD 2016)

According to our database¹, Lei Lei authored at least 5 papers between 2018 and 2023.

Collaborative distances:

Dijkstra number² of four.
Erdős number³ of four.

Timeline

Legend:

Book

In proceedings

Article

PhD thesis

Dataset

Other

Bibliography

2023

Copula sensitivity analysis for portfolio credit derivatives.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., July, 2023

2022

Estimating Confidence Regions for Distortion Risk Measures and Their Gradients.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2022

2020

Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2020

2019

Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps.

[BibT_eX]

[DOI]

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation.

[BibT_eX]

[DOI]

Discret. Event Dyn. Syst., 2018

Lei Lei

Timeline

Legend:

Links

Online presence:

On csauthors.net:

Bibliography

Loading...