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

History of uniform random number generation
W. K. V. Chan, A. D’Ambrogio, G. Zacharewicz, N. Mustafee, G. Wainer, and E. Page, eds., 2019 BibTeX reference
Array-RQMC for option pricing under stochastic volatility models
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To appear in: Proceedings of the 2019 Winter Simulation Conference, IEEE Press, 2019 BibTeX reference
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