Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. - Lei Lei 005; Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (Discret. Event Dyn. Syst., 2018)

Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. - Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu; Lei Lei 005 (WSC, 2019)

Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. - Lei Lei 005; Christos Alexopoulos; Yijie Peng; James R. Wilson (WSC, 2020)

Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. - Lei Lei 005; Christos Alexopoulos; Yijie Peng; James R. Wilson (WSC, 2022)

Copula sensitivity analysis for portfolio credit derivatives. - Lei Lei 005; Yijie Peng; Michael C. Fu 001; Jian-Qiang Hu (Eur. J. Oper. Res., 2023)

A note on algorithms for dual sourcing inventory systems with Tailored Base-Surge policies. - Chenbo Zhu; Zeqiong Ren; Lei Lei 005; Xing Wang; Yue Xie (RAIRO Oper. Res., 2024)