| Simulating sensitivities of conditional value at risk LJ Hong, G Liu Management Science 55 (2), 281-293, 2009 | 155 | 2009 |
| Monte Carlo methods for value-at-risk and conditional value-at-risk: a review LJ Hong, Z Hu, G Liu ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-37, 2014 | 152 | 2014 |
| Kernel estimation of the Greeks for options with discontinuous payoffs G Liu, LJ Hong Operations Research 59 (1), 96-108, 2011 | 63 | 2011 |
| Kernel smoothing for nested estimation with application to portfolio risk measurement LJ Hong, S Juneja, G Liu Operations Research 65 (3), 657-673, 2017 | 52 | 2017 |
| Kernel estimation of quantile sensitivities G Liu, LJ Hong Naval Research Logistics (NRL) 56 (6), 511-525, 2009 | 48 | 2009 |
| Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities LJ Hong, G Liu Proceedings of the 2011 Winter Simulation Conference (WSC), 95-107, 2011 | 39 | 2011 |
| Pathwise estimation of probability sensitivities through terminating or steady-state simulations LJ Hong, G Liu Operations Research 58 (2), 357-370, 2010 | 30 | 2010 |
| Simulating risk contributions of credit portfolios G Liu Operations Research 63 (1), 104-121, 2015 | 28 | 2015 |
| Revisit of stochastic mesh method for pricing American options G Liu, LJ Hong Operations Research Letters 37 (6), 411-414, 2009 | 25 | 2009 |
| Importance sampling for option Greeks with discontinuous payoffs S Tong, G Liu INFORMS Journal on Computing 28 (2), 223-235, 2016 | 12 | 2016 |
| Bootstrap-based budget allocation for nested simulation K Zhang, G Liu, S Wang Operations Research 70 (2), 1128-1142, 2022 | 11 | 2022 |
| Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement K Zhang, BM Feng, G Liu, S Wang arXiv preprint arXiv:2203.15929, 2022 | 7 | 2022 |
| Pathwise estimation of the Greeks of financial options G Liu, LJ Hong Working paper, Hong Kong University of Science and Technology, 2008 | 5 | 2008 |
| A nonparametric method for pricing and hedging American options G Feng, G Liu, L Sun 2013 Winter Simulations Conference (WSC), 691-700, 2013 | 4 | 2013 |
| Variability scaling and capacity planning in Covid-19 pandemic LJ Hong, G Liu, J Luo, J Xie Fundamental Research 3 (4), 627-639, 2023 | 3 | 2023 |
| An upper confidence bound approach to estimating coherent risk measures G Liu, W Shi, K Zhang 2019 Winter Simulation Conference (WSC), 914-925, 2019 | 3 | 2019 |
| Conditional Monte Carlo: A change-of-variables approach G Feng, G Liu arXiv preprint arXiv:1603.06378, 2016 | 3 | 2016 |
| Importance sampling for risk contributions of credit portfolios G Liu Proceedings of the 2010 Winter Simulation Conference, 2771-2781, 2010 | 3 | 2010 |
| Earning and Learning with Varying Cost Y Zhong, LJ Hong, G Liu Production and Operations Management 30 (8), 2379-2394, 2021 | 2 | 2021 |
| A misspecification test for simulation metamodels S Wang, G Liu, K Zhang 2017 Winter Simulation Conference (WSC), 1938-1949, 2017 | 2 | 2017 |
