Yanchu Liu

According to our database, Yanchu Liu authored at least 12 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Correction to: Optimal procurement strategies for contractual assembly systems with fluctuating procurement price.

Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu

Ann. Oper. Res., January, 2024

2023

Value of Initial Coin Offerings in the Fashion Industry.

Yulin Hu, Weili Xue, Yanchu Liu

IEEE Trans. Engineering Management, April, 2023

2022

Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient.

Zhenyu Cui, Yanchu Liu, Ruodu Wang

Oper. Res. Lett., 2022

Value of Inventory Pooling with Limited Demand Information and Risk Aversion.

Weili Xue, Lijun Ma, Yanchu Liu, Meiyan Lin

Decis. Sci., 2022

2020

On the Variance of Single-Run Unbiased Stochastic Derivative Estimators.

Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu

INFORMS J. Comput., 2020

Optimal procurement strategies for contractual assembly systems with fluctuating procurement price.

Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu

Ann. Oper. Res., 2020

2018

Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes.

Zhenyu Cui, Chi-Hoon Lee, Yanchu Liu

Eur. J. Oper. Res., 2018

2016

Network Analysis to Uncover Stock comovement from a Chinese Financial Portal.

Wuyue Shangguan, Xi Chen, Alvin Chung Man Leung, Yanchu Liu

Proceedings of the 20th Pacific Asia Conference on Information Systems, 2016

2014

American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach.

Nan Chen, Yanchu Liu

Oper. Res., 2014

A Variant of L^♮-Convexity and its Application to Inventory Models with Batch Ordering.

Zhiyuan Chen, Yanchu Liu, Yi Yang, Yun Zhou

Asia Pac. J. Oper. Res., 2014

2011

Sensitivity estimation of SABR model via derivative of random variables.

Nan Chen, Yanchu Liu

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Pathwise derivative methods on single-asset American option sensitivity estimation.

Nan Chen, Yanchu Liu

Proceedings of the 2010 Winter Simulation Conference, 2010