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Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing.

. INFORMS J. Comput., 21 (3): 488-504 (2009)

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New Brownian bridge construction in quasi-Monte Carlo methods for computational finance., and . J. Complex., 24 (2): 109-133 (2008)Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation., , and . J. Comput. Appl. Math., (June 2024)Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing.. INFORMS J. Comput., 21 (3): 488-504 (2009)GCMS: A Global Contention Management Scheme in Hardware Transactional Memory., , , and . IEEE Comput. Archit. Lett., 10 (1): 24-27 (2011)Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions., and . CoRR, (2023)Good Lattice Rules in Weighted Korobov Spaces with General Weights., , , and . Numerische Mathematik, 103 (1): 63-97 (2006)Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation., , and . CoRR, (2020)On Korobov Lattice Rules in Weighted Spaces., , and . SIAM J. Numerical Analysis, 42 (4): 1760-1779 (2004)A Comprehensive Scheme for Contention Management in Hardware Transactional Memory., , , and . ISIA, volume 86 of Communications in Computer and Information Science, page 397-403. Springer, (2010)On the approximation error in high dimensional model representation.. WSC, page 453-462. WSC, (2008)