Group for Research in Decision Analysis
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Member, GERAD

Professor, Department of Computer Science and Operations Research, Université de Montréal, Canada

514 343-2143
Office 3361

Cahiers du GERAD

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Publications

Randomized quasi-Monte Carlo: An introduction for practitioners
To appear in: P. W. Glynn and A. B. Owen, Eds, Monte Carlo and Quasi Monte Carlo Methods 2016, Springer-Verlag, 2018 BibTeX reference
Accurate computation of the right tail of the sum of dependent log-normal variates
and
To appear in: 2017 Winter Simulation Conference (WSC), IEEE Press, Las Vegas, NV, USA, 2017 BibTeX reference
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Events

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