Searching for authors named "Christiane Lemieux" – sorted by Relevance.
22 documents found, showing 1 through 10.
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On Selection Criteria for Lattice Rules and Other Quasi-Monte Carlo Point Sets
- …On Selection Criteria for Lattice Rules and Other Quasi-Monte Carlo Point Sets Christiane Lemieux…
- Cited by 6 (0 self) – Add To MetaCart
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Generalized Halton Sequences in 2007: A Comparative Study
- …Generalized Halton Sequences in 2007: A Comparative Study Henri Faure ∗ Christiane Lemieux † June…
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Efficiency Improvement By Lattice Rules For Pricing Asian Options
- …EFFICIENCY IMPROVEMENT BY LATTICE RULES FOR PRICING ASIAN OPTIONS Christiane Lemieux and Pierre L…
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Lattice Rules for the Simulation of Ruin Problems
- …Lattice Rules for the Simulation of Ruin Problems Christiane Lemieux and Pierre L'Ecuyer D…
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Quasi-regression and the relative importance of the ANOVA components of a function
- … Lemieux 1 and Art B. Owen 2 1 Department of Mathematics and Statistics, University of Calgary, 2500…
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On the Choice of Quasi-Random Point Sets with a Lattice Structure
- …'informatique et de recherche operationnelle, Universite de Montreal, Canada Christiane Lemieux Department…
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On the Use of Quasi-Monte Carlo Methods in Computational Finance
- …On the Use of Quasi-Monte Carlo Methods in Computational Finance Christiane Lemieux 1 and Pierre L…
- Cited by 2 (0 self) – Add To MetaCart
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Lattice Rules for the Simulation of Ruin Problems
- …Lattice Rules for the Simulation of Ruin Problems Christiane Lemieux and Pierre L'Ecuyer D…
- Cited by 1 (0 self) – Add To MetaCart
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Quasi-regression and the relative importance of the ANOVA components of a function
- … Lemieux 1 and Art B. Owen 2 1 Department of Mathematics and Statistics, University of Calgary, 2500…
- Cited by 7 (3 self) – Add To MetaCart
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Recent Advances In Randomized Quasi-Monte Carlo Methods
- …J7, CANADA lecuyer@(email omitted); Christiane Lemieux Department of Mathematics and Statistics…
- Cited by 39 (7 self) – Add To MetaCart
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