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Maxime Dion
Publication Activity (10 Years)
Years Active: 2008-2010
Publications (10 Years): 0
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Publications
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Maxime Dion
,
Pierre L'Ecuyer
American option pricing with randomized quasi-Monte Carlo simulations.
WSC
(2010)
Pierre L'Ecuyer
,
Jean-Sebastien Parent-Chartier
,
Maxime Dion
Simulation of a Lévy process by PCA sampling to reduce the effective dimension.
WSC
(2008)