Select Publications
Book Chapters
2024, 'Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation', in , pp. 277 - 295, http://dx.doi.org/10.1007/978-3-031-59762-6_13
,2022, 'Preintegration is Not Smoothing When Monotonicity Fails', in Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, pp. 169 - 191, http://dx.doi.org/10.1007/978-3-031-10193-9_9
,2020, 'Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients', in MATRIX Book Series, Springer International Publishing, pp. 29 - 43, http://dx.doi.org/10.1007/978-3-030-38230-8_3
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