Guangwu Liu

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5602-0540

Department of Management Sciences, College of Business, City University of Hong Kong, Kowloon, Hong Kong

Publications

• Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels — INFORMS Journal on Computing 2025
• Technical Note—Bootstrap-based Budget Allocation for Nested Simulation — Operations Research 2022
• Earning and Learning with Varying Cost — Production and Operations Management 2021
• Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement — Operations Research 2017
• Importance Sampling for Option Greeks with Discontinuous Payoffs — INFORMS Journal on Computing 2016
• Simulating Risk Contributions of Credit Portfolios — Operations Research 2015
• Kernel Estimation of the Greeks for Options with Discontinuous Payoffs — Operations Research 2011
• Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations — Operations Research 2010
• Simulating Sensitivities of Conditional Value at Risk — Management Science 2009