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• Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
• An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering
• On the Error Rate of Conditional Quasi-Monte Carlo for Discontinuous Functions
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
• Asymptotic normality of extensible grid sampling
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• Quasi-Monte Carlo for Discontinuous Integrands with Singularities along the Boundary of the Unit Cube
• Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension reduction
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• An Auto-Realignment Method in Quasi-Monte Carlo for Pricing Financial Derivatives with Jump Structures
• Extensible Grids -- Uniform Sampling on a Space-Filling Curve
• On the Convergence Rate of Randomized Quasi-Monte Carlo for Discontinuous Functions
• Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives