Person:855891

Available identifiers

zbMath Open waterhouse.benjamin-jMaRDI QIDQ855891

List of research outcomes

Publication	Date of Publication	Type
Quasi-Monte Carlo for finance applications	2017-04-12	Paper
A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance	2013-07-31	Paper
The construction of good extensible rank-1 lattices	2010-11-07	Paper
Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands	2010-04-21	Paper
Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps	2010-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q3656688	2010-01-13	Paper
The construction of good extensible Korobov rules	2007-03-28	Paper
Randomly shifted lattice rules for unbounded integrands	2006-12-07	Paper
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions	2006-05-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Benjamin J. Waterhouse