| Publication | Date of Publication | Type |
|---|
| Convergence Analysis of a Quasi-Monte CarloBased Deep Learning Algorithm for Solving Partial Differential Equations | 2024-03-11 | Paper |
| Analysis of the Generalization Error of deep learning based on Randomized Quasi-Monte Carlo for Solving Linear Kolmogorov PDEs | 2023-10-27 | Paper |
| 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 | 2023-10-19 | Paper |
| Quasi-Monte Carlo for unbounded integrands with importance sampling | 2023-10-01 | Paper |
| On the convergence conditions of Laplace importance sampling with randomized quasi-Monte Carlo | 2023-09-19 | Paper |
| On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo | 2023-03-31 | Paper |
| Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference | 2022-07-13 | Paper |
| Quasi-Monte Carlo simulation for American option sensitivities | 2022-06-16 | Paper |
| On the error rate of importance sampling with randomized quasi-Monte Carlo | 2022-03-07 | Paper |
| Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks | 2021-09-11 | Paper |
| Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance | 2021-03-29 | Paper |
| Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options | 2020-12-07 | Paper |
| Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation | 2020-11-24 | Paper |
| Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall | 2020-10-31 | Paper |
| Quasi-Monte Carlo-based conditional pathwise method for option Greeks | 2020-02-10 | Paper |
| An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options | 2018-12-18 | Paper |
| Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions | 2018-06-20 | Paper |
| An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering | 2017-09-08 | Paper |
| Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction | 2017-05-31 | Paper |
| An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures | 2016-10-07 | Paper |
| Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing | 2016-07-25 | Paper |
| On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions | 2015-10-30 | Paper |
| Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives | 2014-08-13 | Paper |
| Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing | 2012-07-28 | Paper |
| How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? | 2012-05-07 | Paper |
| Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance | 2012-05-07 | Paper |
| Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction | 2011-07-19 | Paper |
| On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance | 2009-08-13 | Paper |
| New Brownian bridge construction in quasi-Monte Carlo methods for computational finance | 2008-04-28 | Paper |
| Constructing Robust Good Lattice Rules for Computational Finance | 2008-04-03 | Paper |
| Low discrepancy sequences in high dimensions: how well are their projections distributed? | 2008-03-26 | Paper |
| Brownian bridge and principal component analysis: towards removing the curse of dimensionality | 2008-01-16 | Paper |
| Application of the t-Adaptive Density Matrix Renormalization Group Method to the Quantum Frenkel-Kontorova Model | 2007-12-05 | Paper |
| Efficient Weighted Lattice Rules with Applications to Finance | 2006-05-30 | Paper |
| Good lattice rules in weighted Korobov spaces with general weights | 2006-05-26 | Paper |
| Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? | 2005-09-22 | Paper |
| On Korobov Lattice Rules in Weighted Spaces | 2005-03-01 | Paper |
| Liberating the weights | 2004-11-23 | Paper |
| Finite-order weights imply tractability of multivariate integration | 2004-10-13 | Paper |
| On generalized invariant cubature formulae | 2003-05-15 | Paper |
| A constructive approach to strong tractability using quasi-Monte Carlo algorithms | 2003-05-14 | Paper |
| The effective dimension and quasi-Monte Carlo integration | 2003-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4783067 | 2003-04-06 | Paper |
| Strong tractability of multivariate integration using quasi–Monte Carlo algorithms | 2003-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712641 | 2003-01-08 | Paper |
| The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension | 2002-09-18 | Paper |
| A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization | 2002-08-15 | Paper |
| Variance reduction techniques and quasi-Monte Carlo methods | 2002-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2735102 | 2002-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2735104 | 2002-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712640 | 2001-09-05 | Paper |
| Randomized Halton sequences | 2001-01-14 | Paper |
| Improving the rejection sampling method in quasi-Monte Carlo methods | 2000-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516700 | 2000-11-28 | Paper |
| Quasi-Monte Carlo integration of characteristic functions and the rejection sampling method | 2000-08-21 | Paper |
| Random invariant cubature formulas | 1996-09-01 | Paper |
