Kun Zhang

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 4

Top Topics

Asset Allocation

Finite Difference

Hamilton Jacobi

Top Venues

Eur. J. Oper. Res.

Publications

Guo Liang, Guangwu Liu, Kun Zhang
An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach. CoRR (2024)
Xiaoyu Liu, Xing Yan, Kun Zhang
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. Eur. J. Oper. Res. 312 (3) (2024)
Ben Feng, Guangwu Liu, Kun Zhang
Portfolio Risk Measurement via Stochastic Mesh with Average Weight. WSC (2022)
Kun Zhang, Guangwu Liu, Shiyu Wang
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation. Oper. Res. 70 (2) (2022)