| Recent advances in randomized quasi-Monte Carlo methods P L’Ecuyer, C Lemieux Modeling uncertainty: An examination of stochastic theory, methods, and …, 2002 | 378 | 2002 |
| Variance reduction via lattice rules P L'Ecuyer, C Lemieux Management Science 46 (9), 1214-1235, 2000 | 219 | 2000 |
| Extensible lattice sequences for quasi-Monte Carlo quadrature FJ Hickernell, HS Hong, P L'Écuyer, C Lemieux SIAM Journal on Scientific Computing 22 (3), 1117-1138, 2000 | 159 | 2000 |
| Generalized Halton sequences in 2008: A comparative study H Faure, C Lemieux ACM Transactions on Modeling and Computer Simulation (TOMACS) 19 (4), 1-31, 2009 | 114 | 2009 |
| Quasi-Monte Carlo simulation of the light environment of plants M Cieslak, C Lemieux, J Hanan, P Prusinkiewicz Functional Plant Biology 35 (10), 837-849, 2008 | 100 | 2008 |
| Control variates for quasi-Monte Carlo FJ Hickernell, C Lemieux, AB Owen | 99 | 2005 |
| Acceleration of the multiple-try Metropolis algorithm using antithetic and stratified sampling RV Craiu, C Lemieux Statistics and computing 17, 109-120, 2007 | 84 | 2007 |
| Optimal reinsurance from the perspectives of both an insurer and a reinsurer J Cai, C Lemieux, F Liu ASTIN Bulletin: The Journal of the IAA 46 (3), 815-849, 2016 | 83 | 2016 |
| Quasi-regression and the relative importance of the ANOVA components of a function C Lemieux, AB Owen Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference …, 2002 | 64 | 2002 |
| Optimal reinsurance with regulatory initial capital and default risk J Cai, C Lemieux, F Liu Insurance: Mathematics and Economics 57, 13-24, 2014 | 63 | 2014 |
| Randomized polynomial lattice rules for multivariate integration and simulation C Lemieux, P L'Ecuyer SIAM Journal on Scientific Computing 24 (5), 1768-1789, 2003 | 62 | 2003 |
| On selection criteria for lattice rules and other quasi-Monte Carlo point sets C Lemieux, P L’Ecuyer Mathematics and Computers in Simulation 55 (1-3), 139-148, 2001 | 59 | 2001 |
| Efficiency improvement by lattice rules for pricing Asian options C Lemieux, P L'Ecuyer 1998 Winter Simulation Conference. Proceedings (Cat. No. 98CH36274) 1, 579-585, 1998 | 53 | 1998 |
| Fast simulation of equity-linked life insurance contracts with a surrender option C Bernard, C Lemieux 2008 Winter Simulation Conference, 444-452, 2008 | 47 | 2008 |
| On the use of quasi-Monte Carlo methods in computational finance C Lemieux, P L’Ecuyer Computational Science—ICCS 2001: International Conference San Francisco, CA …, 2001 | 40 | 2001 |
| Lattice particle filters D Ormoneit, C Lemieux, DJ Fleet arXiv preprint arXiv:1301.2298, 2013 | 37 | 2013 |
| Convex risk functionals: Representation and applications F Liu, J Cai, C Lemieux, R Wang Insurance: Mathematics and Economics 90, 66-79, 2020 | 36 | 2020 |
| Quasi-random numbers for copula models M Cambou, M Hofert, C Lemieux Statistics and Computing 27 (5), 1307-1329, 2017 | 34 | 2017 |
| Randomized quasi-Monte Carlo: A tool for improving the efficiency of simulations in finance C Lemieux Proceedings of the 2004 Winter Simulation Conference, 2004. 2, 1565-1573, 2004 | 34 | 2004 |
| A study of variance reduction techniques for American option pricing C Lemieux, J La Proceedings of the Winter Simulation Conference, 2005., 8 pp., 2005 | 30 | 2005 |
Pierre L'EcuyerProfessor, DIRO, University of MontrealEmail yang diverifikasi di iro.umontreal.ca
