| |
| 2006 | ||
|---|---|---|
| 3 | EE | 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 | EE | 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) |
| 1 | Phelim P. Boyle | [1] |
| 2 | Kevin Lai | [2] [3] |
| 3 | Ken Seng Tan | [1] [2] [3] |
| 4 | Justin W. L. Wan | [2] [3] |