Array-RQMC for Option Pricing Under Stochastic Volatility Models. - Amal Ben Abdellah; Pierre L'Ecuyer; Florian Puchhammer (WSC, 2019)

Density Estimation by Randomized Quasi-Monte Carlo. - Amal Ben Abdellah; Pierre L'Ecuyer; Art B. Owen; Florian Puchhammer (SIAM/ASA J. Uncertain. Quantification, 2021)

Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. - Pierre L'Ecuyer; Florian Puchhammer; Amal Ben Abdellah (INFORMS J. Comput., 2022)