An improved simulation method for pricing high-dimensional American derivatives. - Phelim P. Boyle; Adam W. Kolkiewicz; Ken Seng Tan (Math. Comput. Simul., 2003)

A Parallel Quasi-Monte Carlo Approach to Pricing American Options. - Justin W. L. Wan; Kevin Lai; Adam W. Kolkiewicz; Ken Seng Tan (HPCS, 2004)

A parallel quasi-Monte Carlo approach to pricing multidimensional American options. - Justin W. L. Wan; Kevin Lai; Adam W. Kolkiewicz; Ken Seng Tan (Int. J. High Perform. Comput. Netw., 2006)

Efficient Monte Carlo simulation for integral functionals of Brownian motion. - Adam W. Kolkiewicz (J. Complex., 2014)

On Suboptimality of Delta Hedging for Asian Options. - Adam W. Kolkiewicz (SIAM J. Financial Math., 2015)

Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions. - Zhongxian Men; Tony S. Wirjanto; Adam W. Kolkiewicz (Commun. Stat. Simul. Comput., 2016)