Maxime Dion

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2010

2 Maxime Dion, Pierre L'Ecuyer: American option pricing with randomized quasi-Monte Carlo simulations. Winter Simulation Conference 2010: 2705-2720

2008

1 Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion: Simulation of a Lévy process by PCA sampling to reduce the effective dimension. Winter Simulation Conference 2008: 436-443

	2010
2		Maxime Dion, Pierre L'Ecuyer: American option pricing with randomized quasi-Monte Carlo simulations. Winter Simulation Conference 2010: 2705-2720
	2008
1		Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion: Simulation of a Lévy process by PCA sampling to reduce the effective dimension. Winter Simulation Conference 2008: 436-443

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