Adam W. Kolkiewicz

	2006
3		Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan: A parallel quasi-Monte Carlo approach to pricing multidimensional American options. IJHPCN 4(5/6): 321-330 (2006)
	2004
2		Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan: A Parallel Quasi-Monte Carlo Approach to Pricing American Options. HPCS 2004: 27-35
	2003
1		Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan: An improved simulation method for pricing high-dimensional American derivatives. Mathematics and Computers in Simulation 62(3-6): 315-322 (2003)

Coauthor Index

1	Phelim P. Boyle	[1]
2	Kevin Lai	[2] [3]
3	Ken Seng Tan	[1] [2] [3]
4	Justin W. L. Wan	[2] [3]

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