Benjamin J. Waterhouse

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

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