An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures. - Chengfeng Weng; Xiaoqun Wang; Zhijian He (Eur. J. Oper. Res., 2016)

Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction. - Chengfeng Weng; Xiaoqun Wang; Zhijian He (SIAM J. Sci. Comput., 2017)