Benjamin J. Waterhouse

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Quasi-Monte Carlo for finance applications ANZIAM Journal	2017-04-12	Paper
A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance Springer Proceedings in Mathematics & Statistics	2013-07-31	Paper
The construction of good extensible rank-1 lattices Mathematics of Computation	2010-11-07	Paper
Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands Journal of Complexity	2010-04-21	Paper
Fast principal components analysis method for finance problems with unequal time steps Monte Carlo and Quasi-Monte Carlo Methods 2008	2010-02-15	Paper
Multilevel quasi-Monte Carlo path simulation	2010-01-13	Paper
The construction of good extensible Korobov rules Computing	2007-03-28	Paper
Randomly shifted lattice rules for unbounded integrands Journal of Complexity	2006-12-07	Paper
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions Journal of Complexity	2006-05-16	Paper

Research outcomes over time

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