A Dynamic Programming Procedure for Pricing American-Style Asian Options
Management Science
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation
Proceedings of the 35th conference on Winter simulation: driving innovation
Hybrid symbolic-numeric integration in multiple dimensions via tensor-product series
Proceedings of the 2005 international symposium on Symbolic and algebraic computation
Quasi-Monte Carlo methods in finance
WSC '04 Proceedings of the 36th conference on Winter simulation
On initial populations of a genetic algorithm for continuous optimization problems
Journal of Global Optimization
Randomly shifted lattice rules for unbounded integrands
Journal of Complexity - Special issue: Information-based complexity workshops FoCM conference Santander, Spain, July 2005
A parallel search for good lattice points using LLL-spectral tests
Journal of Computational and Applied Mathematics
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