Pierre L'Ecuyer

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Christiane Lemieux

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Publications

2004
[j43]
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Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004)
2003
[j40]
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Christiane Lemieux, Pierre L'Ecuyer:
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. 24(5): 1768-1789 (2003)
2001
[c28]
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  - conf/iccS/LemieuxL01
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Christiane Lemieux, Pierre L'Ecuyer:
On the Use of Quasi-Monte Carlo Methods in Computational Finance. International Conference on Computational Science (1) 2001: 607-618
2000
[j31]
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Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux:
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature. SIAM J. Sci. Comput. 22(3): 1117-1138 (2000)
[c25]
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Christiane Lemieux, Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC 2000: 509-516
1999
[c22]
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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. WSC 1999: 336-343
[c21]
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  - conf/wsc/LEcuyerL99
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Pierre L'Ecuyer, Christiane Lemieux:
Quasi-Monte Carlo via linear shift-register sequences. WSC 1999: 632-639
1998
[c19]
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  - conf/mascots/LemieuxL98
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Christiane Lemieux, Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106
[c17]
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Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586

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