Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Options pricing: using simulation for option pricing
Proceedings of the 32nd conference on Winter simulation
On the Use of Quasi-Monte Carlo Methods in Computational Finance
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
Parallel and Distributed Computing Issues in Pricing Financial Derivatives through Quasi Monte Carlo
IPDPS '02 Proceedings of the 16th International Parallel and Distributed Processing Symposium
Sufficient conditions for fast quasi-Monte Carlo convergence
Journal of Complexity
Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Space-time adaptive finite difference method for European multi-asset options
Computers & Mathematics with Applications
50th ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
Management Science
Computers and Operations Research
Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing
INFORMS Journal on Computing
High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU
ACM Transactions on Reconfigurable Technology and Systems (TRETS)
A smooth estimator for MC/QMC methods in finance
Mathematics and Computers in Simulation
On the use of dimension reduction techniques in quasi-Monte Carlo methods
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Random sampling from low-discrepancy sequences: applications to option pricing
Mathematical and Computer Modelling: An International Journal
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Mathematical and Computer Modelling: An International Journal
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance
SIAM Journal on Scientific Computing
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