An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. - Christiane Lemieux; Pierre L'Ecuyer (MASCOTS, 1998)

Efficiency Improvement by Lattice Rules for Pricing Asian Options. - Christiane Lemieux; Pierre L'Ecuyer (WSC, 1998)

Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. - Hatem Ben Ameur; Pierre L'Ecuyer; Christiane Lemieux (WSC, 1999)

Quasi-Monte Carlo via linear shift-register sequences. - Pierre L'Ecuyer; Christiane Lemieux (WSC, 1999)

Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. - Christiane Lemieux; Pierre L'Ecuyer (WSC, 2000)

Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature. - Fred J. Hickernell; Hee Sun Hong; Pierre L'Ecuyer; Christiane Lemieux (SIAM J. Sci. Comput., 2000)

On the Use of Quasi-Monte Carlo Methods in Computational Finance. - Christiane Lemieux; Pierre L'Ecuyer (International Conference on Computational Science (1), 2001)

Lattice Particle Filters. - Dirk Ormoneit; Christiane Lemieux; David J. Fleet (UAI, 2001)

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. - Christiane Lemieux; Pierre L'Ecuyer (SIAM J. Sci. Comput., 2003)

Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. - Christiane Lemieux (WSC, 2004)

Combination of General Antithetic Transformations and Control Variables. - Hatem Ben Ameur; Pierre L'Ecuyer; Christiane Lemieux (Math. Oper. Res., 2004)

A study of variance reduction techniques for American option pricing. - Christiane Lemieux; Jennie La (WSC, 2005)

Chapter 12 Quasi-Random Number Techniques. - Christiane Lemieux (Simulation, 2006)

Exact sampling with highly uniform point sets. - Christiane Lemieux; Paul Sidorsky (Math. Comput. Model., 2006)

Searching for extensible Korobov rules. - Hardeep S. Gill; Christiane Lemieux (J. Complex., 2007)

Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling. - Radu V. Craiu; Christiane Lemieux (Stat. Comput., 2007)

Fast simulation of equity-linked life insurance contracts with a surrender option. - Carole Bernard; Christiane Lemieux (WSC, 2008)

Generalized Halton sequences in 2008: A comparative study. - Henri Faure; Christiane Lemieux (ACM Trans. Model. Comput. Simul., 2009)

Improved Halton sequences and discrepancy bounds. - Henri Faure; Christiane Lemieux (Monte Carlo Methods Appl., 2010)

Real options for mobile communication management. - Rodolfo G. Esteves; Michael D. McCool; Christiane Lemieux (GLOBECOM Workshops, 2011)

A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences. - Henri Faure; Christiane Lemieux (J. Complex., 2014)

Tractability using periodized generalized Faure sequences. - Christiane Lemieux (J. Complex., 2015)

Low-discrepancy sequences: Atanassov's methods revisited. - Henri Faure; Christiane Lemieux (Math. Comput. Simul., 2017)

A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons. - Henri Faure; Christiane Lemieux (Math. Comput. Simul., 2017)

Quasi-random numbers for copula models. - Mathieu Cambou; Marius Hofert; Christiane Lemieux (Stat. Comput., 2017)

Negative Dependence, Scrambled Nets, and Variance Bounds. - Christiane Lemieux (Math. Oper. Res., 2018)

Implementation of irreducible Sobol' sequences in prime power bases. - Henri Faure; Christiane Lemieux (Math. Comput. Simul., 2019)

On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. - Christiane Lemieux; Jaspar Wiart (MCQMC, 2020)

Normal variance mixtures: Distribution, density and parameter estimation. - Erik Hintz; Marius Hofert; Christiane Lemieux (Comput. Stat. Data Anal., 2021)

On the dependence structure and quality of scrambled (t, m, s)-nets. - Jaspar Wiart; Christiane Lemieux; Gracia Y. Dong (Monte Carlo Methods Appl., 2021)

Multivariate Normal Variance Mixtures in R: The R Package nvmix. - Erik Hintz; Marius Hofert; Christiane Lemieux (J. Stat. Softw., 2022)

Dependence properties of scrambled Halton sequences. - Gracia Y. Dong; Christiane Lemieux (Math. Comput. Simul., 2022)

An Improved Halton Sequence for Implementation in Quasi-Monte Carlo Methods. - Nathan Kirk; Christiane Lemieux (WSC, 2024)

Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks. - T. Konstantin Rusch; Nathan Kirk; Michael M. Bronstein; Christiane Lemieux; Daniela Rus (CoRR, 2024)