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A short introduction to quasi-Monte Carlo option pricing.. Uniform Distribution and Quasi-Monte Carlo Methods, volume 15 of Radon Series on Computational and Applied Mathematics, De Gruyter, (2014)Stratified sampling and quasi-Monte Carlo simulation of Lévy processes.. Monte Carlo Meth. and Appl., 12 (3): 231-238 (2006)On the tractability of the Brownian Bridge algorithm., , and . J. Complexity, 19 (4): 511-528 (2003)On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness., , , and . SIAM J. Numerical Analysis, 56 (2): 684-707 (2018)On a class of optimization problems emerging when hedging with short term futures contracts.. Math. Meth. of OR, 67 (1): 65-90 (2008)Calibration of financial models using quasi-Monte Carlo., , and . Monte Carlo Meth. and Appl., 17 (2): 99-131 (2011)Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient., and . Numerische Mathematik, 138 (1): 219-239 (2018)Editorial., , , , and . Mathematics and Computers in Simulation, (2018)High-dimensional integration on Rd, weighted Hermite spaces, and orthogonal transforms., and . J. Complexity, 31 (2): 174-205 (2015)Constructions of general polynomial lattice rules based on the weighted star discrepancy., , , and . Finite Fields and Their Applications, 13 (4): 1045-1070 (2007)