| 2008 |
|---|
| 13 | EE | Carole Bernard,
Christiane Lemieux:
Fast simulation of equity-linked life insurance contracts with a surrender option.
Winter Simulation Conference 2008: 444-452 |
| 2007 |
|---|
| 12 | EE | Hardeep S. Gill,
Christiane Lemieux:
Searching for extensible Korobov rules.
J. Complexity 23(4-6): 603-613 (2007) |
| 11 | EE | Radu V. Craiu,
Christiane Lemieux:
Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling.
Statistics and Computing 17(2): 109-120 (2007) |
| 2005 |
|---|
| 10 | EE | Christiane Lemieux,
Jennie La:
A study of variance reduction techniques for American option pricing.
Winter Simulation Conference 2005: 1884-1891 |
| 2004 |
|---|
| 9 | EE | Christiane Lemieux:
Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance.
Winter Simulation Conference 2004: 1565- |
| 8 | EE | Hatem Ben Ameur,
Pierre L'Ecuyer,
Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res. 29(4): 946-960 (2004) |
| 2001 |
|---|
| 7 | EE | 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 |
| 6 | EE | Dirk Ormoneit,
Christiane Lemieux,
David J. Fleet:
Lattice Particle Filters.
UAI 2001: 395-402 |
| 2000 |
|---|
| 5 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
Winter Simulation Conference 2000: 509-516 |
| 1999 |
|---|
| 4 | EE | 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.
Winter Simulation Conference 1999: 336-343 |
| 3 | EE | Pierre L'Ecuyer,
Christiane Lemieux:
Quasi-Monte Carlo via linear shift-register sequences.
Winter Simulation Conference 1999: 632-639 |
| 1998 |
|---|
| 2 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.
MASCOTS 1998: 101-106 |
| 1 | EE | Christiane Lemieux,
Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options.
Winter Simulation Conference 1998: 579-586 |
