 | 2009 |
|---|
| 15 |       | Xiaoqun Wang:
Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing.
INFORMS Journal on Computing 21(3): 488-504 (2009) |
| 2008 |
|---|
| 14 | | Xiaoqun Wang:
On the approximation error in high dimensional model representation.
Winter Simulation Conference 2008: 453-462 |
| 13 | | Junyi Lin,
Xiaoqun Wang:
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance.
J. Complexity 24(2): 109-133 (2008) |
| 2007 |
|---|
| 12 | | Xiaoqun Wang:
Constructing Robust Good Lattice Rules for Computational Finance.
SIAM J. Scientific Computing 29(2): 598-621 (2007) |
| 2006 |
|---|
| 11 | | Xiaoqun Wang:
On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance.
Operations Research 54(6): 1063-1078 (2006) |
| 10 | | Xiaoqun Wang,
Ian H. Sloan:
Efficient Weighted Lattice Rules with Applications to Finance.
SIAM J. Scientific Computing 28(2): 728-750 (2006) |
| 2005 |
|---|
| 9 | | Xiaoqun Wang,
Ian H. Sloan:
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?.
SIAM J. Scientific Computing 27(1): 159-183 (2005) |
| 2004 |
|---|
| 8 | | Ian H. Sloan,
Xiaoqun Wang,
Henryk Wozniakowski:
Finite-order weights imply tractability of multivariate integration.
J. Complexity 20(1): 46-74 (2004) |
| 7 | | Josef Dick,
Ian H. Sloan,
Xiaoqun Wang,
Henryk Wozniakowski:
Liberating the weights.
J. Complexity 20(5): 593-623 (2004) |
| 2003 |
|---|
| 6 | | Xiaoqun Wang,
Kai-Tai Fang:
The effective dimension and quasi-Monte Carlo integration.
J. Complexity 19(2): 101-124 (2003) |
| 5 |  | Xiaoqun Wang:
Strong tractability of multivariate integration using quasi--Monte Carlo algorithms.
Math. Comput. 72(242): 823-838 (2003) |
| 2002 |
|---|
| 4 | | Xiaoqun Wang:
A Constructive Approach to Strong Tractability Using Quasi-Monte Carlo Algorithms.
J. Complexity 18(3): 683-701 (2002) |
| 3 | | Fred J. Hickernell,
Xiaoqun Wang:
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension.
Math. Comput. 71(240): 1641-1661 (2002) |
| 1997 |
|---|
| 2 | | Anil K. Gupta,
Xiaoqun Wang:
Controlling Isochronous Traffic in CRMA/ATM Interworking.
ICC (3) 1997: 1729-1733 |
| 1 | | Anil K. Gupta,
Xiaoqun Wang,
Amitabha Das:
Minimizing cell delay variation in CRMA/ATM interworking.
Computer Communications 20(13): 1225-1233 (1997) |
