Search the dblp DataBase

Publications of Author

1. Christiane Lemieux, Pierre L'Ecuyer
   On the Use of Quasi-Monte Carlo Methods in Computational Finance. [Citation Graph (0, 0)][DBLP]
   International Conference on Computational Science (1), 2001, pp:607-618 [Conf]
   
2. Christiane Lemieux, Pierre L'Ecuyer
   An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. [Citation Graph (0, 0)][DBLP]
   MASCOTS, 1998, pp:101-106 [Conf]
   
3. Dirk Ormoneit, Christiane Lemieux, David J. Fleet
   Lattice Particle Filters. [Citation Graph (0, 0)][DBLP]
   UAI, 2001, pp:395-402 [Conf]
   
4. Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
   Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1999, pp:336-343 [Conf]
   
5. Pierre L'Ecuyer, Christiane Lemieux
   Quasi-Monte Carlo via linear shift-register sequences. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1999, pp:632-639 [Conf]
   
6. Christiane Lemieux
   Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 2004, pp:1565-0 [Conf]
   
7. Christiane Lemieux, Pierre L'Ecuyer
   Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 2000, pp:509-516 [Conf]
   
8. Christiane Lemieux, Jennie La
   A study of variance reduction techniques for American option pricing. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 2005, pp:1884-1891 [Conf]
   
9. Christiane Lemieux, Pierre L'Ecuyer
   Efficiency Improvement by Lattice Rules for Pricing Asian Options. [Citation Graph (0, 0)][DBLP]
   Winter Simulation Conference, 1998, pp:579-586 [Conf]
   
10. Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
    Combination of General Antithetic Transformations and Control Variables. [Citation Graph (0, 0)][DBLP]
    Math. Oper. Res., 2004, v:29, n:4, pp:946-960 [Journal]
    
11. 
    Fast simulation of equity-linked life insurance contracts with a surrender option. [Citation Graph (, )][DBLP]