| |
| 2006 | ||
|---|---|---|
| 4 | 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 | ||
| 3 | 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 | ||
| 2 | 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) |
| 2002 | ||
| 1 | EE | Junichi Imai, Ken Seng Tan: Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction. Winter Simulation Conference 2002: 1502-1510 |
| 1 | Phelim P. Boyle | [2] |
| 2 | Junichi Imai | [1] |
| 3 | Adam W. Kolkiewicz | [2] [3] [4] |
| 4 | Kevin Lai | [3] [4] |
| 5 | Justin W. L. Wan | [3] [4] |