Wang Xiaoqun

Xiaoqun Wang

Information about the author Xiaoqun Wang will soon be added to the site.
Found 4 papers in total
Pricing and Hedging with Discontinuous Functions: Quasi–Monte Carlo Methods and Dimension Reduction
Pricing and Hedging with Discontinuous Functions: Quasi–Monte Carlo Methods and Dimension Reduction
2013
Quasi–Monte Carlo (QMC) methods are important numerical tools in the pricing and...
Quasi‐Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
Quasi‐Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
2011
Quasi‐Monte Carlo (QMC) methods are playing an increasingly important role in...
On the effects of dimension reduction techniques on some high-dimensional problems in finance
On the effects of dimension reduction techniques on some high-dimensional problems in finance
2006
Many problems in finance can be formulated as high-dimensional integrals, which are...
A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
2002
Measures of irregularity of distribution, such as discrepancy and dispersion, play a...
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