Pathwise derivative methods on single-asset American option sensitivity estimation. - Nan Chen; Yanchu Liu (WSC, 2010)

Sensitivity estimation of SABR model via derivative of random variables. - Nan Chen; Yanchu Liu (WSC, 2011)

A Variant of L♮-Convexity and its Application to Inventory Models with Batch Ordering. - Zhiyuan Chen; Yanchu Liu; Yi Yang 089; Yun Zhou (Asia Pac. J. Oper. Res., 2014)

American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach. - Nan Chen; Yanchu Liu (Oper. Res., 2014)

Network Analysis to Uncover Stock comovement from a Chinese Financial Portal. - Wuyue Shangguan; Xi Chen 025; Alvin Chung Man Leung; Yanchu Liu (PACIS, 2016)

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)

Optimal procurement strategies for contractual assembly systems with fluctuating procurement price. - Yi Yang 089; Jianan Wang; Youhua Chen; Zhiyuan Chen; Yanchu Liu (Ann. Oper. Res., 2020)

On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. - Zhenyu Cui; Michael C. Fu 001; Jian-Qiang Hu; Yanchu Liu; Yijie Peng; Lingjiong Zhu (INFORMS J. Comput., 2020)

Value of Inventory Pooling with Limited Demand Information and Risk Aversion. - Weili Xue; Lijun Ma; Yanchu Liu; Meiyan Lin (Decis. Sci., 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 Initial Coin Offerings in the Fashion Industry. - Yulin Hu; Weili Xue; Yanchu Liu (IEEE Trans. Engineering Management, 2023)

A New Approach to Sensitivity Analysis Based on Dirac Delta Family Methods. - Zhenyu Cui; Kailin Ding; Yanchu Liu; Lingjiong Zhu (WSC, 2024)

Information Relaxation and a Duality-Driven Algorithm for Stochastic Dynamic Programs. - Nan Chen; Xiang Ma; Yanchu Liu; Wei Yu (Oper. Res., 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., 2024)