Christophe De Luigi

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
A General Algebraic Algorithm for Blind Extraction of One Source in a MIMO Convolutive Mixture IEEE Transactions on Signal Processing	2018-07-09	Paper
Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options Applied Numerical Mathematics	2015-12-18	Paper
Adaptive numerical integration and control variates for pricing Basket Options	2012-10-29	Paper
Adaptive numerical integration and control variates for pricing Basket Options (available as arXiv preprint)	2012-01-01	Paper
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing Monte Carlo Methods and Applications	2011-01-13	Paper
Optimal Joint Diagonalization of Complex Symmetric Third-Order Tensors. Application to Separation of Non Circular Signals Independent Component Analysis and Signal Separation	2009-03-05	Paper
Quasi-Monte Carlo quadratures for multivariate smooth functions Applied Numerical Mathematics	2006-05-29	Paper

Research outcomes over time

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