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Please note that Researcher Profiles will be undergoing scheduled maintenance on Wednesday 7th Oct, from 8:00am to 9:00am. During this time, the Researcher Profiles system will be unavailable. We apologise for any inconvenience and appreciate your understanding.
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 2018 MATRIX Annals, Springer Nature, pp. 29 - 43, http://dx.doi.org/10.1007/978-3-030-38230-8_3