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Christiane Lemieux

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

13

Venues

5

Active years

1998–2025

Best venue rank

National

Where they publish

Papers

13 indexed papers, newest first.

YearVenueTitleAuthors
2025WSCUsing Adaptive Basis Search Method in Quasi-Regression to Interpret Black-Box Models.Ambrose Emmett-Iwaniw, Christiane Lemieux
2024WSCAn Improved Halton Sequence for Implementation in Quasi-Monte Carlo Methods.Nathan Kirk, Christiane Lemieux
2011GLOBECOMReal options for mobile communication management.Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux
2008WSCFast simulation of equity-linked life insurance contracts with a surrender option.Carole Bernard, Christiane Lemieux
2005WSCA study of variance reduction techniques for American option pricing.Christiane Lemieux, Jennie La
2004WSCRandomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance.Christiane Lemieux
2001ICCSOn the Use of Quasi-Monte Carlo Methods in Computational Finance.Christiane Lemieux, Pierre L'Ecuyer
2001UAILattice Particle Filters.Dirk Ormoneit, Christiane Lemieux, David J. Fleet
2000WSCQuasi-random numbers and their applications: using lattice rules for variance reduction in simulation.Christiane Lemieux, Pierre L'Ecuyer
1999WSCVariance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
1999WSCQuasi-Monte Carlo via linear shift-register sequences.Pierre L'Ecuyer, Christiane Lemieux
1998MASCOTSAn Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.Christiane Lemieux, Pierre L'Ecuyer
1998WSCEfficiency Improvement by Lattice Rules for Pricing Asian Options.Christiane Lemieux, Pierre L'Ecuyer